Let's assume we want to build a Dyson swarm that collects over 90% of the energy from the sun and orbits between the Earth and the sun. Also assume that we want to get none of the resources to build this machine from Earth itself. After the initial mining and construction ship has been launched, it must collect everything it needs from locations outside the Moon's orbit around the Earth. (Thus, you can't touch Earth or the Moon) All other planets and objects are fair game.
Where would be the best places to get the needed materials for construction? You can assume life support and workforce has been taken care of.
Edit: There was some confusion around this so let me clarify. I am asking for where to find enough material that can be used to harvest energy from the sun. If the matter has no known use for this purpose then it should not be mentioned in your answer and there is no handwavium that can convert atoms from one elemental type to another unless it is currently known how we could do so in an energy efficient way. (That is to say it takes less energy than what we would harvest from the sun)