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For many true crime documentaries, it can be tough to get those connected to the case involved. But according to Hernandez and Lazarte, their first order of business for "The Big Conn" was to get in touch with their subject and hear his side of the story. "When we looked at the story, we said you can't make 'The Big Conn' without having Conn himself. So we reached out right away," Hernandez says. "It took a while to actually get ahold of him and find him. And then it took several months to actually gain his trust to the point where it was like, 'OK, we're going to tell your story and we're going to do it justice.'"
The four-part docuseries features interviews and commentary from several parties involved/impacted by Conn's crimes — including the whistleblowers, investigators who worked his case, the "WSJ" journalist who reported his scam, and his victims. But the final episode features a phone call with Conn in which he expresses remorse for his scheme. "He understands that obviously he's done something very wrong. But at the same time, we are very adamant about showing all sides of the story to understand that life isn't just black and white," Hernandez adds. "There are varying degrees of gray that people live in and we wanted to show that whole round piece."