Shares of United Parcel Service, Inc. (NYSE: UPS) were unaffected after the company said it was the unnamed company Fox News host Tucker Carlson called out for losing what he said is a politically sensitive package.What Happened: Carlson said during his daily "Tucker Carlson Tonight" show Wednesday that his New York office was in possession of "a collection of confidential documents related to the Biden family."Carlson was in Los Angeles at the time filming an interview with Tony Bobulinski, a former business partner of Hunter Biden, son of Democratic presidential nominee Joe Biden.Carlson asked his office to send over the documents that he described as "authentic" and potentially "damaging" to the Biden campaign. The documents were dropped off at a retail location of a "large national carrier," he said. Carlson didn't elaborate on what the documents are. Related Link: How The 2020 Presidential Election Could Impact Health Care StocksUPS Issues Statement: Carlson didn't name the company during his show. But UPS Corporate Media Relations Director Glenn Zaccara told Business Insider that UPS was the unnamed company."UPS is conducting an urgent investigation into this matter and regrets that the package was damaged," the company told Business Insider."The integrity of our network and the security of our customers' goods are of utmost importance. We will remain in frequent, direct contact with Fox News as we learn more through our investigation."To UPS' credit, Carlson said the company "went far and beyond" but "found nothing.""As of tonight, the company has no idea -- and no working theory, even -- about what happened to this trove of materials, documents that are directly relevant to the presidential campaign just six days from now," the Fox News host said.Photo by Jim.henderson via Wikimedia. See more from Benzinga * Click here for options trades from Benzinga * Molson Coors Stock Chugs Along After Big Q3 Beat * Grocery Prices A Concern As Coronavirus Cases Surge(C) 2020 Benzinga.com. Benzinga does not provide investment advice. All rights reserved.