Is this a capacitor? If nota.. what Is it?
Since it came out of a power supply and is 'fat', it would be a NTC thermistor to limit in-rush current, usually placed right after the fuse. Varistors tend to be thin. If it is blown out then their is a shorted component downstream.

NTCs are not meant to be fuses or resettable fuses. They will blow if severely overloaded or have a latent failure in them. It may have been under rated for years of use. An MOV will not blow unless a lightning strike occurs. Normal line transients do not affect them. That is for the X and Y capacitors and common-mode choke to filter out.

NOTE: If it was a capacitor, it would need an X or Y label on it. Not absolutely certain of this part without research by the OP.