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A Sketch of the Buddha's Life quotes MN 26, which includes the following passage:
He wonders: To whom should I teach this Dhamma first?
Then the thought occurred to me, 'To whom should I teach the Dhamma first? Who will quickly understand this Dhamma?' Then the thought occurred to me, 'They were very helpful to me, the group of five monks who attended to me when I was resolute in exertion. What if I were to teach them the Dhamma first?' Then the thought occurred to me, 'Where are the group of five monks staying now?' And with the divine eye, purified & surpassing the human, I saw that they were staying near Varanasi in the Deer Park at Isipatana.
Later, that same MN 26 describes his meeting them and talking with those five, and eventually says,
"And so I was able to convince them. I would teach two monks while three went for alms, and we six lived off what the three brought back from their alms round. Then I would teach three monks while two went for alms, and we six lived off what the two brought back from their alms round. Then the group of five monks — thus exhorted, thus instructed by me — being subject themselves to birth, seeing the drawbacks of birth, seeking the unborn, unexcelled rest from the yoke, Unbinding, reached the unborn, unexcelled rest from the yoke: Unbinding. Being subject themselves to aging... illness... death... sorrow... defilement, seeing the drawbacks of aging... illness... death... sorrow... defilement, seeking the aging-less, illness-less, deathless, sorrow-less, unexcelled rest from the yoke, Unbinding, they reached the aging-less, illness-less, deathless, sorrow-less, unexcelled rest from the yoke: Unbinding. Knowledge & vision arose in them: 'Unprovoked is our release. This is the last birth. There is now no further becoming.'
SN 56.11 starts with,
I have heard that on one occasion the Blessed One was staying at Varanasi in the Game Refuge at Isipatana. There he addressed the group of five monks
SN 56.11 is the story of his giving his first sermon, and it is to that same group of five ascetics (and who were subsequently enlightened when he gave his second sermon, at the end of SN 22.59).
The end of SN 56.11 mentions the name of one of these five, i.e. "Kondañña" (further references here and here).
Wikipedia (which is referencing Encyclopaedia of Buddhism by the Government of Ceylon, pp. 696–698) gives the names of the other four:
Koṇḍañña, along with Bhaddiya, Vappa, Mahanama and Assaji, variously described as four of the other scholars who had read Siddhartha's future or the sons of those scholars, followed him into the ascetic life, with the approval of Suddhodana, who was worried about Siddhartha's safety. They were known as "the group of five" or "the group of five fortunate ones".
See also this question which has several useful answers about the chronological sequence of suttas.