Stenson, who was an early player Friday, shot his second straight 4-under 68 and waited for the others to join him at 8-under 136.
"Overall I'm very happy," said Stenson, who is a three-time winner on the European Tour. "I'm in an awfully good position."
Donald also shot his second straight 68, while Andrade shot 3-under 69 and Herron shot 5-under 67.
Defending champion Phil Mickelson (71) is one of eight players tied for 18th at 4-under 140.