That would be the Department of Justice OIG.
Brennan was CIA Director.
I'm guessing Horowitz would not send a criminal referral targeting somebody who wasn't in the DOJ or the FBI.
Add to that, Horowitz's latest report was supposedly only about the Clinton email investigation and some other miscellaneous leaks. So I don't think Brennan would be a target of that.
There were a bunch of criminal referrals from Congress. I don't recall if Brennen was one of them.
So what is Joe talking about?