It came from outer space. Saturn's outlier moon Phoebe didn't coalesce from material near the ringed planet but instead was captured from the distant Kuiper belt, a reservoir of frozen bodies beyond Pluto. The Saturn-orbiting Cassini telescope has found new evidence for that scenario.
Astronomers have long considered Phoebe to be an oddball. Barely held in place by Saturn's gravity, Phoebe orbits backward with respect to the rotation of the planet (SN: 6/19/04, p. 387: Available to subscribers at Portrait of Phoebe: Cassini images a large Saturn moon).