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Using the Southern Proper Motion (SPM) catalog, we show that the candidateThorne-\.Zytkow object HV~2112 has a proper motion implying a space velocity ofabout 3000\kms if the object is located at the distance of the Small MagellanicCloud. The proper motion is statistically different from that of the SMC atapproximately $4\sigma$ in SPM, although the result can drop to about $3\sigma$significance by including the UCAC4 data and considering systematicuncertainties in addition to the statistical ones. Assuming the measurement isrobust, this proper motion is sufficient to exclude its proposed membership ofthe Small Magellanic Cloud and to argue instead that it is likely to be aforeground star in the Milky Way halo. The smaller distance and therefore lowerbrightness argue against its proposed nature as a Thorne-\.Zytkow object (thehypothesized star-like object formed when a normal star and a neutron starmerge) or a super-Asymptotic Giant Branch (AGB) star. Instead we propose abinary scenario where this star is the companion of a former massive AGB star,which polluted the object with via its stellar wind, i.e. a special case of anextrinsic S star. Our new scenario solves two additional problems with the twoexisting scenarios for its nature as Thorne-\.Zytkow object or present-daysuper-AGB star. The puzzling high ratio of the strength of calcium to ironabsorption lines is unexpected for SMC supergiants, but is fully consistentwith the expectations for halo abundances. Secondly, its strong variability cannow be explained naturally as a manifestation of the Mira phenomenon.

Large proper motion of the Thorne-\.Zytkow object candidate HV 2112 reveals its likely nature as foreground Galactic S-star