The following is an excerpt from my book Becoming Buddha. 

The Not-Self Characteristic and The Five Clinging-Aggregates – The Buddha’s Second Discourse

Introduction

The Anatta-Lakkhana Sutta explains how a wrong view of self arises and how the interrelationship between this wrong view of self within an ever-changing environment results in ongoing suffering.

The Anatta Lakkhana Sutta
Samyutta Nikaya 22.59
The Not-Self Characteristic

On one occasion the Buddha was staying at Benares, in the Deer Park at Isipatana. There he addressed the group of five (now) Bhikkhus:

“Bhikkhus, form is not self. Were form self, then this form would not lead to suffering, and one could have it be any form desired, and stress free. Since form is not self, clinging to form leads to suffering and none can have it be any form desired and stress free.

Bhikkhus, feeling is not self, as perceptions are not self. Fabrications are not self. Consciousness is not self. If these aggregates were self clinging to them would not lead to suffering and one could direct these aggregates as one wished. Since these are not-self they can only lead to suffering and no one can have these (aggregates) be as they wish.

Bhikkhus, how do you perceive this: is form permanent or impermanent?” 

The five replied ”Impermanent, venerable Sir.”

“Now is what is impermanent painful or pleasant?”

“Painful, venerable Sir.”

“Now is what is impermanent, what is painful since subject to change, is this fit to be regarded as: ‘This is mine, this is I, this is my self?’

“No, venerable sir.”

“Is feeling permanent or impermanent? Is perception permanent or impermanent? Are fabrications permanent or impermanent? Is consciousness permanent or impermanent?”

“All are impermanent, venerable sir.”

“Now is what is impermanent, what is painful since subject to change, is this fit to be regarded as: ‘This is mine, this is I, this is my self’”?

“No, venerable sir.”

“So, bhikkhus any kind of form whatever,

whether past, future or presently arisen,

whether gross or subtle,

whether in oneself or external,

whether inferior or superior,

whether far or near,

must, with right understanding how it actually is, be regarded as: ‘This is not mine, this is not I, this is not myself.’

And so it follows that any kind of feeling whatever,

any kind of perception, any kind of determination,

any kind of consciousness whatever,

whether past, future or presently arisen,

whether gross or subtle,

whether in oneself or external,

whether inferior or superior,

whether far or near

must, with right understanding how it actually is, be regarded as: ‘This is not mine, this is not I, this is not myself.’

Bhikkhus, when a noble follower who has heard the truth sees in this way,

they find estrangement in form,

they find estrangement in feeling,

they find estrangement in perception,

they find estrangement in determinations,

they find estrangement in consciousness.

When they find estrangement, passion fades out. With the fading of passion, they are liberated. When liberated, there is knowledge that they are liberated. They understand: ‘Birth is exhausted, the integrated life has been lived out, what can be done is done, of this there is no more beyond.”

Now during this discourse the hearts and minds of the bhikkhus were liberated from craving, aversion, and deluded thinking.

End of Sutta

In most translations the phrase ‘integrated life’ is referred to as ‘holy life.’ The Buddha did not intend to start a new religion. He taught an Eightfold Path to be integrated in one’s life in order to Become Buddha.