You've probably heard of the 'snow line', as in mountains; did you know there is also a 'snow line' for planetary systems? As the proto-star gets hotter, clumps of stuff (planetismals) that form early in the gas cloud collapse and early disk phases evaporate if they are too close to the nascent sun - just like comets do when they enter the inner solar system. As most of solid phase stuff is ices (water, methane, ammonia, CO2, etc), a 'snow line' forms, at a distance from the star where these ices evaporate; outside the snow line planetismals rapidly form planets - and the big ones, like Jupiter and Saturn, can capture lots of H and He too - through planetismal collisions; inside the snow line, there's much less mass, and it's mostly 'rock' and 'iron'.
As chroot says, there's lots of these clumps left over from the early days of the solar system - the asteroids, small outer satellites of the giant planets, the Edgeworth-Kuiper Belt objects, Sedna, and the Oort cloud. A question currently being actively studied is, to what extent are these objects 'primordial'? It's certainly true there are far, far fewer of them than in the early days of the solar system ... the Oort cloud excepted, of course.
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