Yes, parasolids quite often. As long as the part is saved as a parasolid in SW, we've had no problems importing or opening them in NX. We have had problems opening UG files in SW however, even though it is supposed to be supported.
I once did an extensive comparison of Solid Works to UG compatability & discovered that there's a handful of translation issues.
Overall, unless a company starts a brand new project in SW & keeps in that environment, it is likely to save the company lots of money, compared to UG's cost & maintenance. However, if a company has been using UG for quite some time & has many legacy UG CAD files, the compatibility is virtually non-functional. If you are able to open a UG to SW file, you will lose all the UG attributes, thus making it a parasolid or a dumb solid.