It seems that the trash carried by these larvae confers some protection against predatory lady beetles.
Leucochrysa is an example of a genus with trash-carrying larvae.
for general information on this family.
Catherine Tauber, M.J. Tauber, & G.S. Albuquerque (2014). Debris-Carrying in Larval Chrysopidae: Unraveling Its Evolutionary History. Annals of the Entomological Society of America 107(2):295-314 (Full Text