(CNN) The FBI and Massachusetts state police are investigating after three members of a group that plans to hold a "Straight Pride Parade" in Boston next month reported receiving suspicious packages in the mail Monday.

At least three parade organizers received envelopes in the mail with no return address, one of the organizers, Samson Racioppi, said.

Racioppi is part of the group Super Happy Fun America, which has applied for a permit to host a "Straight Pride Parade" in Boston in August.

He told CNN he discovered the envelope in his mailbox around 1:30 p.m. Monday and called the police because of its strange appearance.

"I went out to my mailbox and there was an envelope in there with my name and address, no return address, the back was very heavily taped up and when I shook it I heard stuff shaking around inside," Racioppi said.

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