Davis, who resigned as Dean Foods Co. chairman without explanation last week, is under investigation by federal authorities as part of an insider-trading probe, a person familiar with the matter said. The company declined to provide details on his sudden departure, while Davis’ lawyer said his resignation was voluntary, the WSJ reported.

The Securities and Exchange Commission and the Manhattan U.S. attorney’s office are looking into whether former chairman Thomas Davis leaked information to Las Vegas bettor William “Billy” Walters about the 2012 spinoff of Dean Foods’ WhiteWave Foods division, according to a report Thursday in The Wall Street Journal.

Dean Foods, based in Dallas, is the largest fluid milk processor in the U.S. Shares of the company slipped 29 cents to $16.78 in morning trading.

“Dean Foods has cooperated with the government’s requests for information and will continue to do so”, said spokesman Jamaison Schuler.

“No, I don’t”, Mickelson said. TheStreet’s Kurumi Fukushima reports in New York.

Dean Foods received a subpoena from government authorities and handed over the information they requested, said a third person familiar with the matter, who also declined to be identified because the investigation isn’t public.

“After 14 years of distinguished service on the board of directors of Dean Foods Company, Mr Davis voluntarily chose to step down from the board last week”.

The Times later reported that Mickelson’s involvement was overstated in that probe and that the FBI and SEC found no evidence Mickelson improperly traded shares of Clorox. Walters denied wrongdoing in all of the cases, calling the government’s pursuit “a shakedown” in a 2011 interview with the Journal.

He was approached by Federal Bureau of Investigation agents in September 2013, at an airport in Bedford, Mass., after playing in the Deutsche Bank Championship golf tournament, the Journal previously reported.

“No”, Mickelson said. “Because I know how inaccurate so much of that stuff is”.