Not according to their website...
http://www.ups.com/content/us/en/resources/prepare/guidelines/firearms.html
Although, I have read many UPS and guns related horror stories too numerous to mention on other firearms related forums.
Here's something to put your mind at ease...
http://www.thestate.com/mld/thestate/news/local/14869268.htm
Two more sentenced in UPS firearms-theft case
Two men, including a Columbia resident, were sentenced this week for their part in a firearms theft ring that operated out of the UPS hub in West Columbia in 1999 and 2000.
Sterling Serrone Leeper, 26, of Columbia was given a 15-month sentence Monday in U.S. District Court in Columbia, U.S. Attorney Reginald Lloyd said in a news release.
Julius Barnes, 27, of High Point, N.C., was given a five year sentence.
The men, along with Gary Matthew Martin, 25, of Gaffney, and William Shane Ninan, 27, of Easley, pleaded guilty in November 2005 to being part of the theft ring, which operated out of the West Columbia UPS hub between April 1999 and December 2000.
Martin and Ninan were handed five year sentences earlier this month.
The men pleaded guilty to a charge of conspiring to steal firearms from UPS.
At least 257 firearms were stolen from the package-delivery facility during the period of the thefts. All four men were working there during that period, the news release said.
Firearms traced to the operation have been found across the country, including in California, New Jersey and Michigan, the news release said.
Leeper’s role, according to evidence presented at the sentencing hearing, was to steal 10 firearms on one occasion in February 2000.