Updated Tuesday, November 27, 2012 at 01:41 PM
When Thanksgiving Day parade-goers in Manhattan looked into the confetti-filled sky last week, they may have seen more than they bargained for.
New York-area Nassau County police announced that they are investigating how some of their confidential records including Social Security numbers and even details about a motorcade for Mitt Romney, then the GOP presidential candidate, ended up as joyous scraps raining from buildings on the Macy's Thanksgiving Day parade.
"I'm just completely in shock. How could someone have this kind of information, and how could it be distributed at the Thanksgiving Day Parade?" Inspector Kenneth Lack, from the Nassau County Police Department, told reporters. "The Nassau County Police Department is very concerned about this situation. We will be conducting an investigation into this matter as well as reviewing our procedures for the disposing of sensitive documents."
The parade features inflated balloons of cartoon characters, marching bands and floats traveling down Manhattan's West Side to Herald Square, the traditional home of the department store, Macy's. Part of the festivities include a liberal outpouring from windows and rooftops.
Macy's says it uses "commercially manufactured, multicolored confetti, not shredded paper."
But last week, revelers noticed something different.
Ethan Finkelstein, a university student, was watching the parade when he said he and a friend noticed a strip of confetti on her coat.
He told the Pix11 television news channel: "It landed on her shoulder, and it says 'SSN' and it's written like a Social Security number, and we're like, 'That's really bizarre.' "
Finkelstein, 18, said he and his friends picked up other pieces of the shredded strips of paper and found more apparent police records.
"There are phone numbers, addresses, more Social Security numbers, license-plate numbers, and then we find all these incident reports from police."
Others who picked up snippets of paper on the street noticed there were details relating to Romney's campaign motorcade, according to The New York Post. The documents seemed to come from the Nassau Police Department, just over the city line, on Long Island.