Something weird, kinda freaking out

But idk where else to post this..so I'm a stay at home mom and I also babysit two children to help bring in money. We just recently moved across the country to a small town in Idaho. We have been here for about 6 months now and out of no where this little teddy bear showed up. This is not ours, as I have a 4 year old boy and our daughter doesn't have many toys of her own and this is definitely not something I would buy her. Naturally I assume this belongs to one of the girls I watch. But upon asking both sets of parents they insist this does not belong to them.. I have never seen this teddy before and it showed up maybe 3 days ago. I'm so confused as to where this came from! This house was completely empty when we moved in so I know it wasnt left here.

You can tell this bear was played with a lot as it's kind of dirty and old looking. Some of the seams are coming apart and the design is fading.

Has anyone had something like this happen? How would you ladies react if a random toy like this came out of no where? Am I panicking for no reason? I'm not even sure what I'm panicking about! I'm sure there is an explanation, there has to be! Idk I guess im trying to make sense of it?