By Kelly Santos

Christmas came early for identity thieves who lined the streets of Manhattan for Macy's Thanksgiving Day Parade.

Usually parade-goers are showered with festive bits of colored paper. This year, it rained shredded confidential information, including documents from the Nassau County Police Department in Long Island, N.Y., and confidential information about Mitt Romney's motorcade.

To make matters worse, the documents had been shredded horizontally, making it easy to read the Social Security numbers (SSN) of police officers, addresses, bank information and other details related to crimes.

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Authorities have launched an investigation. Macy's says it only uses commercially shredded colored paper. There's a good chance the confetti came from one of the offices on the parade route.

Bad guys can wreak havoc on a person's identity and credit with a name, address and SSN. Identity Theft 911 recommends cross-cut shredders that slice documents both horizontally and vertically. They may be more expensive than other machines, but they reduce the risk of a thief piecing the documents back together with unshredding software.

Take steps to protect yourself this holiday season. And if you suspect your information has fallen into the wrong hands, call your bank, credit union or insurer to see if they offer identity management services.

A version of this article originally appeared on Identity Theft 911 blog.

Image: ADoseofShipBoy, via Flickr