History doesn't record that. It happened before people documented such things.
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The very first Prima Ballerina assolute (I think) was Pierina Legnani
She was the first black ballerina to perform at the Metropolitan Opera in 1951.
She was the first prima ballerina(:
Maria Tallcheif was the first American Prima Ballerina
The highest level is Prima Ballerina Assolute, then is Prima Ballerina