What is the location of background image set from Safari?

Question

Safari allows you to set any image as desktop background right from the browser.

Desktop & Screen Saver preference pane will then display it as Safari Desktop Picture.

No filename, no location, and if I change it, seems like the picture is lost.
I find it frustrating because, although I frequently change wallpapers, I'd like to keep each of them.
I could as well download the file manually but isn't this what Use As Desktop Picture exists for?

So, the question is:

Where is this image actually stored on my hard drive?
How do I retrieve it?