Weapon on back > Tab over new weapon > Right click > Take

Oddly, on the main menu, my character preview displays my character with a UMP even though I still don't appear to have it in game. This has continued onto a subsequent playing sessions (before and after) later this evening.

This has suggested to me that I should drop my shotgun, check my inventory, re pickup the shotgun and see if the UMP magically appears. Will do tomorrow and update as appropriate.