Musannaf Ibn Abi Shayba 34:178

Ghundar narrated to us, Shu'bah narrated to us, from 'Amr ibn Murrah, from Abu Hamzah, from Zayd ibn Arqam, who said: "The first to embrace Islam with the Messenger of Allah, may Allah bless him and grant him peace, was Ali ibn Abi Talib." He said: "I mentioned that to al-Nakha'i, and he denied it and said: 'Abu Bakr was the first to embrace Islam with the Messenger of Allah, may Allah bless him and grant him peace.'"