It's (symbolically) the toy horse of the girl Arya tries to save
Credit for this observation to this Reddit user.
It's unclear to me what the meaning of this symbolism is. If I had to guess, I would say that perhaps the horse being a child's toy means that it represents innocence, and hence Arya's lost innocence which she is reclaiming. This would fit with the earlier scene in which Arya chooses not to accompany Sandor on his mission of revenge, and with the fact that Arya's list has been completed by Cersei's death.
