The answer is sand.
A density (D) is a quotient of mass (m) and volume (V):
D = m/V
The volume is the same, so let it be 1, so we can easily assess the relationship between density and mass:
D = m/1
D = m
So, when mass increases, density increases, too.
Therefore:
paperclips, dice, marbles, sand:
m1 < m2 < m3 < m4
d1 < d2 < d3 < d4