On Monday, Long Island police officials told reporters they would investigate how internal police files ended up being used as confetti for the Macy’s Thanksgiving Day parade in New York City. Some strips were shown to have personal, identifiable information of cases including the officers involved. There were even details pertaining to a Republican presidential hopeful Mitt Romney motorcade.

“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?” Inspector Kenneth Lack, from the Nassau County Police Department, told reporters, according to the Los Angeles Times. “The Nassau County Police Department is very concerned about this situation. We will be conducting an investigation into this matter as well as reviewing our procedures for the disposing of sensitive documents.”

According to Reuters, the confetti was apparently shredded horizontally but still contained information from various police incident reports, including names, social security numbers, and bank account information of Nassau County police officers and employees.

The news agency reported two internal affairs officers from the Nassau County Police Department visited the home of the man who initially found the confetti to take a statement.

“If that type of information falls into the wrong hands, you can do a lot with it,” one cop told the New York Post. “You had everyone on there, officers, witnesses, people involved in cases. It’s absolutely dangerous, and they need to figure out how to make it stop.”