This is a Glyptapanteles microgastrine braconid wasp. I recently found and posted a smaller caterpillar of the same species with a similar cocoon grasped in the zombie caterpillar's prolegs. My caterpillar strongly and consistently twitched its forebody back when I lightly touched it near the cocoon. Search zombie caterpillar bodyguard and see my posting for more details.
Now I find someone far preceded my alert to you.
And, my suspicion has been corrected. Mine turns out to be a Microplitis. While it looks similar in some ways to yours, it may be another beast.