The Leader Sewing Machine Company produced sewing machines from 1870 to 1899 or there about.
Later overlockers were made under that brand though they may have been made at a different company to the first one. At least some of the overlockers including a 4 thread model (DC-647) were shipped from China.
The base of operations shows as 479 to 497 Case Avenue, Cleaveland, Ohio and 1115 Olive Street, St Louis, Montana USA on some 1884 and other Victorian trade cards and 1885 envelopes traded on eBay.
The A. G. Mason Manufacturing Company manufactured a sewing machine designated the "Leader" amongst others in their line up of Florence, Crown and New Century, there is no known connection to the Leader Sewing Machine Company.
References
Leader Sewing Machine Wikipedia(Text) CC BY-SA