Changkija enjoyed good vibes at the Columbia Edgewater Country Club where she enjoyed a career-best ninth-place finish in 2013.
"I like (the course) a lot. I hit some really good drivers out there (and) the putts started going in," Changkija told reporters.
Anderson, who enjoyed a strong college career that included a record 20 tournament wins, finished a season best eighth in her last event.
The 23-year-old went five-under on the front nine en route to her strong round.
Seven players finished the day at five-under par, including veteran Cristie Kerr.
Henderson, 17, had to qualify for the tournament on Monday and continues to impress with strong LPGA performances this season.
"I feel much more comfortable in the first round than I do lots of times because I've already played this golf course in a competitive atmosphere this week," she said.
"I think that really helped me."
(Writing by Jahmal Corner in Los Angeles; Editing by Greg Stutchbury)
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