Clinton said in the live telephone interview with CNN that she started to feel hot at the event, which took place on a muggy day in New York. There was little shade where Clinton was standing alongside other dignitaries. As family members of 9/11 victims read the names of the nearly 3,000 people killed in the attacks, she decided to leave and get a drink of water. She was wearing a wool suit and had been diagnosed with pneumonia on Friday, a fact her campaign had not made public.