I just took a shortcut through a creek, and started swimming (accidently) at first, it just started the animation with the gun (winchester) still in the right hand, then the gun vanished.
getting out of the water, i checked the surrounding, but the gun wasn't there.
i thought it might be related to this (http://feedback.dayzgame.com/view.php?id=25177), so i reloged, but the gun was still gone (in hands and surrounding).
before the relog, i could not take any item in my hands, at least it did't show up. (i swiched to my shovel with the hotkeys, but it did not show up in my hands. i still got the optin to dig a garden tile though)