It's actually the downpipe. The stock downpipes have a double walled construction, and if you get any kind of dent in the outer pipe it can rattle against the inner pipe. Sometimes it can rattle even if there are no dents. There is a name for this, it's called the 2000 rpm exhaust rattle. I eliminated mine by installing an aftermarket header. Here is one guy's fix for it if you want to keep it stock...
2000 rpm rattle