Mesa resident and licensed ammunition dealer Douglas Haig is speaking out about his interactions with Las Vegas mass shooter Stephen Paddock.

"I feel horrible... I'm still racking my brain for what did I miss? Why didn't I pick this up?"

[RELATED: Arizona man confirms selling ammo to Las Vegas shooter]

Haig has been in the business of selling specialized ammunition for nearly 30 years.

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His interaction with Paddock came just a few weeks before Paddock opened fire from a window of the Mandalay Bay hotel in October 2017, killing 58 people and wounding hundreds more.

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"He showed up. He told me exactly what he wanted. I handed him a box with the ammunition in it. He paid me and he left," said Haig. "He said he was going to go put on a light show."

Haig says he sold Paddock 720 tracer bullets, ammo that leaves a very visible trail. But that ammo was not used the night of the shooting.

"There wasn't a single round of tracer fire out of that window," Haig said. "You would have seen a red streak going down to the ground."

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But Haig's contact information was found in Stephen paddock's hotel room. And within hours of the mass shooting, federal agents were at Haig's Mesa home, the first of several such visits.

The visits ultimately lead to a search warrant. Throughout the process, Haig says he has fully cooperated and answered all of the investigators' questions.

Haig's name is back in the news after some newly released documents from the early days of the investigation identify Haig as a "person of interest" who "may have conspired with Stephen paddock to commit murder with a deadly weapon"

But in an exclusive interview with CBS News, Haig and his attorney, Mark Victor, flatly deny the claim. They say Haig has been completely open and transparent with investigators and will continue to do so.

"From our point of view, Doug has told everything he knows. And like I've said, if there are further questions, he's happy to talk to them some more," said Victor.

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