SHBGs are also widely distributed among vertebrates[…]. Moderate affinity binders for estradiol and testosterone have been detected in all vertebrate classes except birds, which appear to lack any type of SHBG[…]. However, not all nonavian species have SHBGs. For example, among mammals, the primates, cow, dog, and rabbit have SHBGs, while rodents, the elephant, and the horse do not[…].
Source: wiktionary