Jimmy Walker shrugged off some recent struggles to shoot a five-under-par 65 and claim the first-round lead in the PGA Championship at a hot, steamy Baltusrol Golf Club Thursday. Major winners were close behind. Lurking in striking range was world No. 1 and defending champion Jason Day who, despite not setting foot on the course until Wednesday, patiently plotted his way through the 7,328-yard layout to shoot 68. British Open champion Henrik Stenson was even closer after a birdie at the par-five 18th for 67. Despite lively afternoon winds and the wear and tear on the greens for the later starters, twice major winner Martin Kaymer of Germany posted a 66 to join Argentina's Emiliano Grillo and Englishman Ross Fisher in a tie for second. Walker made good use of his putter Thursday, making four birdies over his first nine after starting at 10 and gaining two more strokes at the first and seventh to take a one-shot lead. Fisher birdied the two closing par-fives for a big finish while Grillo was boosted by back-to-back birdies from the 14th. Day's preparation was disrupted by a bug he caught from his children and an emergency trip to the hospital with his wife who had a bad allergic reaction Tuesday night. But the Australian showed no ill effects from his quick study of Baltusrol. Day's playing competitors Rory McIlroy and Phil Mickelson did not fare as well. Twice PGA winner McIlroy struggled with his putting and shot a four-over 74 without a single birdie. Phil Mickelson, who won the 2005 PGA Championship at Baltusrol, was also four-over after a bogey on his 11th hole but revived with three birdies in a five-hole stretch from his 12th to card a 71. Stenson's playing competitors had mixed results. Masters champion Danny Willett birdied the last for 71, while US Open winner Dustin Johnson stumbled to four bogeys and a pair of double bogeys in his 77. Thirty-five players broke par but nobody in the group of Jordan Spieth (70), Bubba Watson (71) and Sergio Garcia (71). Lee on top South Korean Lee Mi-rim has developed a penchant for low scoring and she continued the trend with a sizzling 10-under-par 62 in the opening round of the Ricoh Women's British Open Thursday. The 25-year-old came charging out of the blocks in the fourth and penultimate women's major of the season, birdying three of the first four holes. Lee then produced a spectacular sequence of five straight birdies from the seventh before putting the seal on a dynamic display by picking up further strokes at the 14th and 17th. Thailand's Ariya Jutanugarn was in second place Thursday after collecting seven birdies in a 65, one ahead of Shanshan Feng of China. World No. 1 Lydia Ko, bidding to land her third major victory after winning the ANA Inspiration in California in March and last year's Evian Championship in France, struggled to a 74. British No. 1 Charley Hull featured in the same three-ball as Ko and a birdie-birdie finish helped her fire a 69. Brooke Henderson, the world No. 2 who triumphed at the PGA Championship in June, returned a 71 but felt she could have done a lot better.