My personal theory is that there are a lot of free roaming planetary bodies in space that we don’t know about and they occasionally get captured as they pass a star.
Notice that all the rocky planets (full size ones anyway) are close to the Sun in this system, while the gas giants (and even a myriad of baby size bodies of frozen gas) are way out there.
Rogue Planet Find Makes Astronomers Ponder TheoryEighteen rogue planets that seem to have broken all the rules about being born from a central, controlling sun may force a rethink about how planets form, astronomers said on Thursday... "The formation of young, free-floating, planetary-mass objects like these is difficult to explain by our current models of how planets form," Zapatero-Osorio said... They are not linked to one another in an orbit, but do move together as a cluster, she said... Many stars in our own galaxy, the Milky Way, may have formed in a similar manner to the Orion stars, she said. So there could be similar, hard-to-see planets floating around free near the Solar System.
by Maggie Fox
October 5, 2000