Lee led after the first and second rounds of last week's Michelob Ultra Open before Suzann Pettersen captured the event in a playoff.

A 6-under 66 Thursday put Lee in front again.

"I had a great opportunity to win last week, but I couldn't handle the last two, three holes," Lee said. "I learned from that, though."

Lorena Ochoa, the world's top-ranked player in women's golf, shared second place at 68 with Brittany Lincicome, Se Ri Pak, Angela Park and Hye Jung Choi.

Lee birdied three of the first five holes and finished her round with a nine-foot birdie putt at the 18th.

Ochoa won this tournament last year, when the event was played in New York. It was moved this year to the Upper Montclair Country Club.