Macy's annual Thanksgiving Day Parade, with its giant balloons, decorative floats and musical performances, is usually a joyous event. So it was unusual to see a group of animal rights protesters among the cheering crowds at Thursday's parade in New York City.

PETA members gathered along the parade route to protest SeaWorld's new float, "A Sea of Surprises." At one point, a 12-year-old girl named Rose McCoy jumped over the parade barricade as the float approached, holding a sign reading, "Boycott SeaWorld." Police quickly escorted her back behind the barricade.

Macy's said in a statement to ABC News that they were "not aware of any protesters yesterday among the three million spectators," at the parade.

Credit: PETA

People view Seaworld's A Sea of Surprises float during a preview of new Macy's Thanksgiving Day Parade floats in Moonachie, N.J., Tuesday, Nov. 19, 2013. Credit: Mel Evans/AP Photo

The department store giant has been catching heat from PETA for weeks leading up to the parade for featuring a float from SeaWorld in the wake of the release of the successful documentary, "Blackfish."

" Blackfish," which premiered at Sundance in January and then was featured at the AFI Docs film festival in June, examines how a giant orca named Tilikum pulled his trainer Dawn Brancheau under water and killed her in 2010 at SeaWorld's Orlando, Fla., theme park, and raises questions of whether killer whales should be held in captivity.

SeaWorld denounced "Blackfish" after its release, calling the film " inaccurate and misleading," but the film has drawn national attention.

PETA activists demonstrate outside the Macy's Herald Square store protesting the plan for SeaWorld to have a float at the Macy's Thanksgiving Day Parade in New York, Oct. 23, 2013. Credit: Shannon Stapleton/Reuters

After parade officials announced in September that SeaWorld would debut "A Sea of Surprises" float, Macy's received a flurry of complaints, petitions and protests, calling for the float to be banned. Despite the backlash, Macy's went ahead with the float as planned in Thursday's parade.

In a statement to ABC News regarding the SeaWorld float, Macy's said that, "The Parade has never taken on, promoted or otherwise engaged in social commentary, political debate, or other forms of advocacy, no matter how worthy. Its mission has always been about entertaining millions of families and spectators."

"While it is understandable that such a widely embraced event can sometimes feature elements or performances that some people may find disagreeable, Macy's intention is to provide a range of entertaining elements without judgment, endorsement or agenda. We cannot control external forces that wish to impose their own perceptions on the Parade and so we will remain steadfast in following the guiding core of a decades old mission, celebration and entertainment for all," the statement continued.