I've had a two different dogs do this independently by now:

They'll be laying down happily napping. Then they get up, walk to a different room, and some seconds later come back carrying a toy. They return to where they used to lay, lay down again, and put the toy on their front paws.

I don't know what else that was than the thought of wanting one of their favorite toys there for comfort. (Familiar-smelling things are comforting to dogs.)