Bad luck Jack, but it all happen to us one time or another.
I've lost an anchor and chain in Nov last year and anchor, chain, ring plus rope (the bleedy lot) in Dec. So you learn from your mistake and make sure it doesn't happen again.
Lesson I learnt from Nov, is make sure the D shackle pin is tight and secured, i.e., tie it down mith mono or braid. Lesson I learnt from Dec, make sure the rope isn't bird nest before feeding it out.