The female has a special pouch she fills with "dirt" at the end of her abdomen. Each egg is coated with this material as it is laid. Eggs are laid with a fully formed 1st instar larva already inside.

Gerling, D., and H. Hermann. 1976. The oviposition and life cycle of Anthrax tigrinus, [Dipt.: Bombyliidae] a parasite of carpenter bees [Hym.: Xylocopidae]. Entomophaga 21: 227–233. Low quality scan available at https://www.tau.ac.il/lifesci/departments/zoology/members/gerling/documents/29.pdf