Confidential information rained down on spectators in the form of confetti as they watched the balloons and floats go by during the Macy’s Thanksgiving Day Parade in New York last week.

Social Security numbers, phone numbers, banking information, and other personal information was exposed to anyone standing along the parade route because the Nassau County (N.Y.) Police Department failed to properly shred confidential documents before using them as confetti.

New York television station PIX11 reported that some confetti was even found to describe former U.S. presidential candidate Mitt Romney’s motorcade route to Hofstra University on Long Island last month.

“There are phone numbers, addresses, more Social Security numbers, license plate numbers -- and then we find all these incident reports from police,” Ethan Finkelstein, who was standing at 65th Street and Central Park West as the parade went by, told PIX11. “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?"

Finkelstein added: “A friend of a friend was standing in front of me, and she had a big piece of confetti on her coat. She saw it had something on it, and we read it said 'SSN,' like Social Security number.”

The real danger, and shock, came when it was discovered that some of the confetti exposed confidential information about police employees, including undercover detectives.

“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,” Finkelstein told the New York Post. “This is really shocking!”

The Nassau County Police Department didn’t have any substantive answers to questions about the mix-up, with one source telling the Post: “That would have to come from our headquarters. 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.”

Inspector Kenneth Lack told the Post the department is “very concerned” about the situation and will conduct an internal investigation into the matter.