I thought the same, ~500kg of mass in the volume of a Corgi, about 0.015 m^3, is around 33.3g/cm^3 (4 times the density of iron, 3 times that of lead, and 1.5 times that of gold). But after going to the article they say the 'diameter' was the length of a corgi so it would be 0.113 m^3, with a density of 4.4g/cm^3. Which is what you could expect of something made of iron and rock.