Something far more concerning than marching bands, balloons, cheerleaders and clowns was at the Macy's Thanksgiving Day Parade . Confidential personal information is what some paradegoers found among confetti tossed during the world's most famous parade. That information included social security numbers and banking information for police employees, some of whom are undercover officers.Ethan Finkelstein, who was home from college on Thanksgiving break, was watching the parade at 65th Street and Central Park West, when he and a friend noticed a strip of confetti stuck onto her coat."It landed on her shoulder," Finkelstein told PIX11 News, "and it says 'SSN' and it's written like a social security number, and we're like, 'That's really bizarre.'It made the Tufts University freshman concerned, so he and his friends picked up more of the confetti that had fallen around them."There are phone numbers, addresses, more social security numbers, license plate numbers and then we find all these incident reports from police."One confetti strip indicates that it's from an arrest record, and other strips offer more detail. "This is really shocking," Finkelstein said. "It says, 'At 4:30 A.M. a pipe bomb was thrown at a house in the Kings Grant' area."A closer look shows that the documents are from the Nassau County Police Department. The papers were shredded, but clearly not well enough.They even contain information about Mitt Romney 's motorcade, apparently from the final presidential debate, which took place at Hofstra University in Nassau County last month.Most significant, the confetti strips identified Nassau County detectives by name. Some of them are apparently undercover. Their social security numbers, dates of birth and other highly sensitive personal information was also printed on the confetti strips."I'm just completely in shock," said Finkelstein, 18. "How could someone have this kind of information, and how could it be distributed at the Thanksgiving Day Parade?"It's a question that PIX11 wanted an answer to as well. The Nassau County Police Department told PIX11, via a written statement from its commanding officer for public information, Inspector Kenneth Lack, "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."For its part, the sponsor of the parade, Macy's, told PIX11 News that it uses "commercially manufactured, multicolor confetti, not shredded paper."It appears that the confetti strips are shredded police documents. Where they came from is still a mystery, but the people looking into the issue are trained at solving mysteries , and since they have a personal stake in the investigation, it may be more likely to be conclusive. ||||| Federal prosecutors told a judge last week that they have started reassembling documents shredded by the Stanford Financial Group, whose owner, R. Allen Stanford, is charged with running a $7 billion Ponzi scheme. How do you reconstruct documents after they've been passed through a shredder? 
 
 With a computer. In a typical reconstruction process, technicians feed all the available shreds into a scanner. An automated software program then assigns a unique ID to each piece and analyzes a number of characteristics, including size, color, indentation, and font. Using a matching algorithm, the software then identifies potential neighboring shreds, displaying them onscreen for an operator to confirm. (For the home user, an Israeli company sells software that can turn any PC and scanner into an "unshredder.") 
 
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 Not all shredded documents can be put back together. The possibility and ease of reconstruction depends on the size of the shreds—the smaller and more numerous the pieces, the harder it is to reconstruct a document. Strip shredders cut paper into long strips 1/8- to 5/16-inch wide and are the most popular option because of their speed and low cost—but they're also the easiest to reassemble since they produce a relatively small number of large fragments. Cross-cut shredders, which slice paper into many tiny, confettilike pieces, are significantly more secure (and expensive), while shredders that pulverize paper into dust cost thousands of dollars but are essentially reconstruction-proof. (To secure top-secret information, the Department of Defense requires that the majority of shredded particles "not exceed 5 square millimeters.") When using a strip-shredder, the slicing direction also has implications for reconstruction. Horizontal cuts may leave entire lines of text intact. Vertical shredding, which ensures that sentences are broken up, is more secure. 
 
 Before advances in scanning and computer technology, documents had to be reconstructed by hand. Assuming all the pieces are in one place, reassembling a shredded document is a bit like solving a jigsaw puzzle; the reconstructionist must painstakingly sift through the shreds, looking for matches. During the 1979 Iranian Revolution, students and militants who took over the U.S. Embassy in Tehran turned to local carpet weavers to reassemble classified CIA documents they found that had been shredded. These pages were later published in a set of about 60 volumes called Documents From the U.S. Espionage Den. And in 2002, former FBI agent William Daly took about an hour to reassemble a shredded page from the dictionary on Good Morning America. 
 
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– Oops: Observers at the Macy's Thanksgiving Day Parade were surprised to discover that the confetti landing on their coats contained confidential information including social security numbers and banking info. One paradegoer tells WPIX his friend first noticed a Social Security number on one piece of confetti, then found more with "phone numbers, addresses, more social security numbers, license plate numbers," and police incident reports including arrest records and information about Mitt Romney's motorcade. Turns out the confetti was made up of Nassau County Police Department documents that "were shredded, but clearly not well enough," WPIX notes. Some of the documents even identify undercover police officers by name, and give out information including dates of birth, social security numbers, and more. The police department says in a statement that it is "very concerned" and will be investigating the matter, and Macy's says it uses "commercially manufactured, multicolor confetti, not shredded paper" in the parade. (Click for more on how shredded documents can be reassembled.)