Yes here are fillies who'd won TC Races, and the dates
Regret won the KY. Derby in 1915
Genuine Risk won the KY. Derby in 1980
Winning Colors won the KY. Derby in 1988
Flocarline won the Preakness in 1903
Whimsical won the Preakness in 1906
Rhine Maiden won the Preakness in 1915
Nellie Morse won the Preakness in 1924
Ruthless won the Belmont in 1867
Tanya won the Belmont in 1905
Rags To Riches won the Belmont in 2007