'Big Red' Brennan is an agent with the U.S. Naval Intelligence.
According to the awesome The Encyclopedia of Pulp Heroes by Jeff Nevins: "Red Brennan is an agent of U.S. Naval Intelligence fighting enemy spies in the United States and in war-torn Shanghai. Brennan's major opponent is a spy ring of Chinese and Mongolians led by a traitorous American Naval Lieutenant. Brennan is friendly (and possibly more) with Dee, an agent with the British Secret Service."
More when I get hold of some of the stories.