Running through Wikipedia. (Note, not all challengers have wikipedia pages)
- Doug Jones (Democrat) - Alabama - Beta Theta Pi
- Cory Gardner (Republican) - Colorado - FarmHouse
- Chris Coons (Democrat) - Delaware - Delta Kappa Epsilon
- Kelly Loeffler (Republican) - Georgia (Special) - Alpha Gamma Delta
- Jim Risch (Republican) - Idaho - Phi Delta Theta
- Mitch McConnell (Republican) - Kentucky - Phi Kappa Tau
- Lindsey Graham (Republican) - South Carolina - Pi Kappa Phi
- John Cornyn (Republican) - Texas - Chi Delta Tau (independent at Trinity)
*Added to Wikipedia*
Roger Marshall (Republican) - Kansas -
Beta Theta Pi was not in Wikipedia, but I have added it and referenced it to the current chapter Newsletter for the Beta Theta Pi chapter at Kansas State
Steve Daines (Republican) - Montana -
Sigma Nu was not in Wikipedia, but I have added it and referenced to Sigma Nu's National website.
*No Reference Found*
John James (Republican) - Michigan -
Alpha Phi Alpha I can not find any reference for him being a brother. The best I can find is him as a table sponsor at the 2019 centennial celebration for Gamma Lambda chapter (in Detroit) of Alpha Phi Alpha.
Mike Rounds (Republican) - Montana -
Lambda Chi Alpha Can not find a reference for him being a member of Lambda Chi Alpha. Most hits for Rounds and the fraternity are or staffer Tordsen.