He didn't make an anti-vaxx documentary. What happened was that he was going to screen one (a very powerful documentary called Vaxxxed) at his Tribeca film festival, but he came under massive directed fire and pulled the documentary from the screening. Later he said that he regretted caving in to the coordinated pressure, but that it was a matter of not having much time to think. Then he said that he felt that everyone should see the documentary. The story doesn't end there, though. The next key incident is when it comes out that he was in discussions about possibly making a documentary on vaccines with none other than (drum roll) Harvey Winestain. Not long after that, the Winestain scandal hits the headlines, so all plans for that documentary presumably died then. It really is a complex world we live in, isn't it?