This year's Macy's Thanksgiving Day Parade had its fills of highs and lows, from the beautiful balloons to the very sad clowns. There also was loads of confetti flittering through the crisp autumn air, but this confetti wasn't just made up of garbage like Bill Murray's shredded Ghostbusters III script. WPIX reports that some of the confetti consisted of confidential documents from the Nassau County Police Department—and they included arrest records, social security numbers, and information about undercover officers.

Among other things on the confetti, were detectives' names and phone numbers, details on a pipe bombing in the Kings Grant area of Long Island, and possible information about Mitt Romney's motorcade at the presidential debate on LI. For what it's worth, Macy's told WPIX that it only uses "commercially manufactured, multicolor confetti, not shredded paper."

It's unclear how the Nassau County documents ended up being a part of the parade—an investigation has now been launched—but whoever was tasked with disposing of them did a terrible job: they were shredded horizontally, which meant you could still clearly read lines of the docs. “That would have to come from our headquarters,” a law-enforcement source told the Post. “They have stuff that’s supposed to be shredded and go to burn piles. It sounds like some of it ended up where it wasn’t supposed to be.”

"A friend of a friend was standing in front of me, and she had a big piece of confetti on her coat," paradegoer Ethan Finkelstein told the Post. "She saw it had something on it, and we read it said SSN, like Social Security number. We started picking all the confetti up, and it had all kinds of stuff — birth dates, addresses, account information." The Tufts freshman added: “At first I thought it might be documents from Macy’s employees until I saw that there were detectives’ names and information about crimes in there. This is really shocking!”

This isn't the first time important documents have made their way into a ticker tape parade: last February, sensitive documents that included people's social security numbers were among the pieces of papers being thrown around during the parade for the Super Bowl XLVI Championship Giants.