This paper originates from the National Audit Office's 2008 report into widening participation policy in the United Kingdom. The report found that while there appeared to be modest improvements in the proportion of students coming from lower socio-economic groups over the last ten years, reliable analysis was hampered by a high proportion of missing data. In the 2007/08 academic year, the proportion of entrants whose socio-economic status was defined as "unknown" was 26%, up from just 10% a decade earlier. This paper uses a random sample of 1000 such students, aged 18 or 19 on entry, to investigate why they have been designated as "unknown" and what other information can be gleaned from their university application form. It was found that 46% of the sample could in fact be coded to a specific socio-economic grouping from the parental information provided by the student and it was difficult to see why this had not happened. The social profile of these students was comparable to the national picture. A further 23% provided information which was too vague to be coded. The focus of the paper, however, was the 32% of students who either did not provide parental information or who stated that their parents were not working. These students were strongly and disproportionately drawn from areas of high deprivation and low participation in higher education; the precise target of widening participation initiatives, yet they are effectively not acknowledged. This finding causes difficulties for the reliability of official statistics on social class. (Contains 1 figure, 4 tables, and 6 notes.)