NEW YORK, N.Y. (CNN) - Many threats of identity theft come from phishing scams, hacked computers, or the occasional dumpster document dump, but not this one.
Everyone who attended the Thanksgiving Parade in New York City had a chance to pick up some confidential information.
Among the crowds at the Thanksgiving Day parade was college freshman, Ethan Finkelstein. And while the floats, balloons, and marching bands paraded through the city, somebody threw confetti.
It sounds harmless, but a piece of it stuck on the coat of one of Finkelstein's friends.
"It landed on her shoulder. She looked at it, she picked it off her jacket, and it says SSN, and then there's a number, and it's written like a Social Security number, and we're like, 'That's really bizarre," Finkelstein recalled.
The college students seemed concerned, so they picked up more of the tiny pieces of paper.
"There are phone numbers on it, addresses, more social security numbers, license plates' numbers, and then we find these incident reports from police," continued Finkelstein.
Some of the confetti strips mentioned arrest records and had official police reports.
"This was really shocking, 'cause it says, 'About 4:30 a.m., a homemade pipe bomb was thrown outside a home in the Kings Grant area," Finkelstein said.
After taking a closer look, the documents showed they were from the Nassau County Police Department. Some shredded paper had information about Mitt Romney's motorcade, which was apparently from the final presidential debate in Nassau County last month.
Some of the confetti identified detectives, some undercover, with their social security numbers, birth dates, and other highly-sensitive information.
"I'm just completely in shock that...well, how can people have this type of sensitive information, and why is it being shredded and being distributed at the Thanksgiving Day parade," questioned Finkelstein.
Nassau County police said they are very concerned and are launching an investigation, as well as reviewing how they dispose of sensitive documents.