Jessop and the Baby

So while cleaning my room I picked up 'On a sea of glass' and of course turned to a random page and as I started reading there came the scene where Moody put Jessop into a boat, smiled at her and gave her a Baby to look after (page 210).

And now there is the question, where did Moody get the Baby from. I mean later on the Carpathia someone took the Baby without saying thank you. But where did Moody even get them from. And did he just held the Baby the whole time in his arms during the lifeboat launchings?