  The hot Neptune orbiting around GJ 436 is a unique example of an intermediate
mass planet. Its close-in orbit suggests that the planet has undergone
migration and its study is fundamental to understanding planet formation and
evolution. As it transits its parent star, it is the only Neptune-mass
extrasolar planet of known mass and radius, being slightly larger and more
massive than Neptune (M=22.6 M_Earth, R=4.19R_Earth). In this regime, several
bulk compositions are possible: from an Earth-like core with a thick hydrogen
envelope to a water-rich planet with a thin hydrogen envelope comprising a
Neptune-like structure. We combine planet-structure modeling with an advanced
planet-formation model to assess the likelihood of the different possible bulk
compositions of GJ 436 b. We find that both an envelope-free water planet
("Ocean planet") as well as a diminute version of a gaseous giant planet are
excluded. Consisting of a rocky core with a thick hydrogen/helium envelope, a
"dry" composition produces not only too small a radius but is also a very
unlikely outcome of planet formation around such a low-mass star. We conclude
that GJ 436 b is probably of much higher rock content than Neptune (more than
45% in mass), with a small H-He envelope (10 - 20% in mass). This is the
expected outcome of the gathering of materials during the migration process in
the inner disk, creating a population of which the hot Neptune is
representative.
