Anattalakhana Sutta
Preached five days after the Dhammacakkapavattana Sutta to the Pañcavaggiya monks, all of whom became arahants at the conclusion of the sermon (Vin.i.13-14; J.i.82; iv.180; Dpv.i.34; MA.i.390; AA.i.57, 84).
No self is to be found in any of the five khandhas, all of which are impermanent and subject to woe.
The sutta does not deal with the question as to whether the self exists or not; it only shows that the khandhas are not the self.
In the Samyutta Nikāya (iii.66f ) the discourse is called the Pañca Sutta, the five referred to being the Pañcavaggīyā who listened to it.
Anatta-lakkhaṇa Sutta
A discourse preached five days after the Buddha gave his first sermon, the Dhamma-cakkappavattana Sutta. The Anatta-lakkhaṇa Sutta teaches the doctrine of the five aggregates (skandha) and explains that no self (ātman) is to be found in any of them.