We try to hold on to things in our lives even though everything is constantly subject to change. Since you cannot even hold your own thoughts, how can you use your thoughts to hold anything else?
Fundamentally, we cannot hold on to anything. By realizing this, we can gradually learn to let go. Phenomena are like waterfalls in the steam of the mind. If you try to catch water from a waterfall, you will be swept into the stream of phenomena.