Masson, a native of Germany, has played three years on the Ladies European Tour. She has made the cut only one time in five tournaments in her first season in the United States.
Carlota Ciganda was alone in second after her 66 in the inaugural event at the Las Colinas Country Club while the group at 67 included Mo Martin, Mi Jung Hur, Kristy McPherson, Felicity Johnson and Inbee Park.
Masson made four birdies in a six-hole stretch starting at the par-3 fourth and closed with a birdie at the par-5 18th. She missed only one green in warm, breezy conditions.