An ICO spokesperson said:
"The ICO is aware of this incident, which was reported to us on Thursday afternoon. We will be making enquiries and liaising with the Police.
"Any time personal data is lost there can be a risk of identity theft. There are measures you can take to guard against identity theft, for instance being vigilant around items on your credit card statements or checking your credit ratings. There are tips and information about identity theft available on our website."