Shredded paper used as confetti during Macy’s annual Thanksgiving Day Parade may have included sensitive information.

According to MyFoxNY.com, Nassau County Police officers are looking into the matter after a college student reported the confetti falling on his shoulders as he watched the parade contained Social Security numbers, employee identification numbers, bank account numbers, as well as pieces of an incident report.

"There were thousands of pieces of white confetti paper all around us. We just picked up a handful and started going through it and we noticed there were more Social Security numbers, more address and phone numbers," Finkelstein said, MyFoxNY.com reported.

Parade sponsor Macy’s said that it uses "commercially manufactured, multicolor confetti, not shredded paper."