An Arizona man identified in court documents as a "person of interest" after the Las Vegas massacre says he sold ammunition to the gunman, Stephen Paddock, and says he had no idea what Paddock was going to do when he met him weeks before the shooting.

Douglas Haig tells "CBS This Morning" on Wednesday he sold more than 700 rounds of ammunition to Paddock. He says Paddock told him he was going to put on a "light show" with the tracer ammunition he purchased.

Haig says he talked to Paddock three times and that officials won't find any connection between the two.

He says he wonders, "What did I miss?" and "Why didn't I pick this up?" in his interaction with Paddock.