MLB is investigating Alex Rodriguez's alleged participation in illegal, high-stakes poker games that reportedly required a $100,000 buy-in and included Hollywood stars Leonardo DiCaprio, Ben Affleck, Matt Damon and Tobey Maguire. "This is the first we have heard about this and we will look into it,'' MLB vice president of public relations Pat Courtney told RadarOnline.com after Star Magazine broke the story on Friday.