Ice. The density of the four inner planets (Mercury, Venus, Earth, and Mars) are similar, and about four times that of Jupiter, Saturn, Uranus, and Neptune, which are similar to each other.
Captured comet?
But Jupiter, Saturn, Uranus, and Neptune are all gas giants. Rocky planets like Mercury, Venus, Earth, and Mars, would obviously be much denser than them. I wonder how it stacks up, density-wise, to these rocky planets. Ice at the center would seem to suggest it would have a hollow core. That would be odd, given its rocky exterior.