I agree the question of how it formed is a bit more complex, but what it is seems pretty straightforward. Some plausible formation mechanisms include primordia

I agree the question of how it formed is a bit more complex, but what it is seems pretty straightforward. Some plausible formation mechanisms include primordial black hole and neutron star merger. It could also be some other alignment of statistically improbable events. We've only found one so far, after all.