It was at the Moon Valley Country Club that Sorenstam made history last year with a 13-under 59 in the second round. She became the first woman to break the 60 barrier en route to one of her eight victories of 2001.
The Swede got off on the right foot in her title defense with a birdie at the first. She added another at the par-5 fourth and later hit out of a bunker to set up an 18-foot birdie putt at the eighth to make the turn at 3-under under windy conditions.
'I thought it was very difficult today,' she said. 'Very windy, it was swirling, too.'
Sorenstam quickly joined the group that had taken the early clubhouse lead at 5-under with back-to-back birdies from the 12th. She took the outright lead two holes later after hitting her tee shot to within four feet for her sixth birdie of the day.
The 31-year-old was perfect until her only mistake of the day at the par-4 18th. Sorenstam landed her approach within 18 feet of the cup but three-putted her way to a bogey.
'I feel great. I probably would've been jumping up and down if I would've made par on 18,' she said. 'I'm very happy with my start. I have an early tee time tomorrow. Hopefully the conditions will be a little bit calmer.'
Sorenstam opened the 2002 season on the LPGA Tour with a win at the Takefuji Classic two weeks ago. In 2001, she followed her first title of the year with a win at this event.
Waugh was the first to enter the clubhouse in the lead. The Australian carded seven birdies and two bogeys for her share of first.
'The golf course is in the best shape I've ever seen,' she Waugh. 'I putted well, but basically I did everything pretty solid.'
Klein started at the 10th and torched the back side with five birdies, including a 25-foot putt on the par-5 13th.
'I hit the ball well, but the wind started picking up, so it became a little more difficult,' said Klein.
The 27-year-old cooled down on the inward nine with five straight pars until a bogey at the sixth. She responded with a birdie at the eighth to secure her spot among the group atop the leaderboard.
Moira Dunn, Akiko Fukushima and Catriona Matthew were one shot off the lead after rounds of 4-under 68. Kate Golden and Laurel Kean posted rounds of 3-under 69 to finish tied for ninth.
Karrie Webb, who captured this event in 1999, struggled out of the gates on her way to a 5-over 77 that included a double-bogey at the par-4 17th. The No. 2 player in the world added five bogeys and two birdies to finish 10 shots off the lead.
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