Baena was eliminated by Paula Creamer 5 and 3 Friday, while Lee was ousted about an hour later by Morgan Pressel 2 and 1, setting up a third-round match between the American teenagers on Saturday.
'I think my confidence wasn't there,' said Baena, who beat Lee 1-up in last year's final.
Pressel hired Hamilton Farm caddie Brian McKinley before the tournament and the pair worked well together, combining for six birdies against Lee. McKinley, a former Ohio University baseball player, also caddies at Augusta National.
'He's been helpful calming me down,' Pressel said of McKinley. 'He's competitive.'
Lee said Pressel played very well.
'She put in a lot of long putts,' Lee said. 'I think I played decent, but it was just that Morgan played better than me.'
MORE PRESSEL ON WIE:
Morgan Pressel was miffed when fellow teenager Michelle Wie got a special exemption for the recent U.S. Women's Open. She also had some thoughts about Wie getting a lot of attention at the Women's World Match Play tournament.
'She is a great player and the public is fascinated with the fact that she hits the ball a long way and that's she's very tall and wants to play with the men,' Pressel said Friday.
'All those things go together into making her the celebrity icon that she is,' Pressel added. 'And she plays great when she's out here and it helps us when she plays. We just all wish she would play more.'
Wie is playing in the PGA TOUR's John Deere Classic next week.
40-SOMETHING CROWD THINNING:
Of the five 40-year-olds left in the field at the start of the second round, only 46-year-old Juli Inkster -- the oldest -- survived.
Inkster posted a 4-and-3 victory over Catriona Matthew of Scotland, setting up a third-round match against Marcy Hart, a 28-year-old from Scottsdale, Ariz.
'I played a lot more consistent today and I got a little better start,' Inkster said. 'Catriona just ran out of gas. She's pregnant. She made a couple of bogeys on 10 and 12 and that put me up a couple and then I made a good putt on 14 for a birdie.'
The 40-year-olds who didn't make it past the second round were Liselotte Neumann (40) of Sweden, Lorie Kane (41) of Canada, Helen Alfredsson (41) of Sweden and Laura Davies (42) of England.
Hart beat Neumann 4 and 3; Si Ri Pak of South Korea beat Kane 1-up; Pat Hurst beat Alfredsson 4 and 2 and Mi Hyun Kim of South Korea beat Davies 5 and 4.
'She missed six greens and I missed one and she won 5 and 4,' Davies said. 'Pigsick, really, that's about it.'
SHORT DAY FOR HURST:
U.S. Women's Open runner-up Pat Hurst finally got a break. After playing 111 holes in the last eight days, she only had to go 16 in beating Helen Alfredsson 4 and 2.
It marked the first time in six matches in this 2-year-old tournament that she didn't have to go the distance.
'My feet are a little sore,' said Hurst, who next will play No. 4 seed Karrie Webb, a 5-and-4 winner over Gloria Hee Jung Park.
The survivors of the second round are guaranteed at least $25,000 apiece. The second-round losers got $10,000. The top five seeds -- Annika Sorenstam, Michelle Wie, Lorena Ochoa, Karrie Webb and Paula Creamer -- all advanced to the third round along with No. 8 Juli Inkster. Ochoa rallied from 4-down at the turn to beat Karine Icher of France, 1-up. ... The lowest seed left in the 64-player field is Marcy Hart, a former North Carolina player who is winless in six seasons on the LPGA Tour.
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