In the stupid tricks you shouldn't try at home category, I experimented
with floating anchor rode and found that a floating rode and strong
tidal currents don't go well together... I also discovered that a
spare anchor makes a fine kellet. In my case I just used a snatch
block to attach it to the rode but a loop of slippery line would work.
The retrieval line will weave itself onto the rode over time so you'll
need to unwind it. Anchorman in New Zealand make a set of nice kellets
if you don't want to go the DIY route. The biggest kellet you want to
carry around is going to be the right size but anything will help.

-- Tom.