Rei Nakazawa on the Incarnations:
"When we first concepted the Incarnations of Judgment, our thought process went like this: the Incarnations would probably base their physical forms not only on their abilities, but on the local creatures of Otaria. So each Incarnation's form and material is based on a creature type that's appropriate to their ability and color. For example, Filth's shape is based on a Horror, and it's made of swamp muck. Anger is a dwarf-like being made of molten rock. Valor is a Nomad made of marble, while Wonder is an Aven made of kelp and other sea materials."
See if you can figure out the race and materials the other four are modeled after.