"As far as I know they're all made by Iseki. Mine is."
You are mistaken, but we'll fix that. The Challenger MT200-series tractors are indeed built by Iseki in Japan (as is the AGCO ST-series, the MF GC-series, and previous tractors by Bolens, White, etc...).
The Challenger MT300-series are built by Agritalia (Carraro) in Italy, (as is the MF 3600-series and specialty tractors by most every major tractor company).
The Challenger MT400, MT500 and MT600-series are built in the AGCO plant in France, as are many AGCO and MF-branded tractors.
The Challenger MT700, MT800 and MT900-series are built in the AGCO Challenger plant here in the USA. They are only Challenger's, and not any other brand.
The Challenger WT-series are built in Brazil at the Valtra (AGCO) plant, and are mainly available in S.America only.
Challenger combines, harvesters and hay-equipment are built in various plants, some by AGCO at the Hesston, KS plant; some by Laverda in Italy (50% owned by AGCO), and elsewhere.