Miscarriage with a Skyla?

Okay if you have an IUD (Skyla to be specific) and you have a miscarriage would your IUD come out as well? Because it may have been a very very large blood clot but it resembled a pea like sized baby at that stage, but my Skyla is still in tact. So I'm not sure if I'm just psyching myself out or if it's possible I had a miscarriage with my IUD still in tact.