SAC Gets Added Srutiny as U.S. Probes InterMune Trading (Bloomberg) SAC Capital Advisors LP, the $14 billion hedge fund run by Steven A. Cohen, is under mounting scrutiny as the U.S. investigates its trading in InterMune, Inc. (NASDAQ: ITMN ) and Weight Watchers International, Inc. (NYSE: WTW ), according to a person with knowledge of the matter. The U.S. Securities and Exchange Commission and the Federal Bureau of Investigation are looking into the trades, said the person, who asked not to be identified because the matter wasn't public.