This fly is clinging to a grass stem with some legs, and waving the others around. Those yellow pads are from landing on milkweed flowers and are the pollinaria, the sticky pads that transfer pollen from one plant to the next. A lot of insects get caught in milkweed flowers, and many who do pull free have these pads attached and it is not uncommon to see them trying to get rid of them, which is what this fly was doing.