Creation of the planet Mercury

I'm watching "The Universe" on H2 and this episode is about planetary catastrophies. The high percentage of iron in the interior of Mercury was discussed and one theory has it colliding with another planet sized object stripping away much of it's outer crust. This got me wondering if it is possible that Mercury is what remains of the object that hit the earth forming the moon. Could Thea's speed and trajectory after the earth collision have put it in what is now Mercury's orbit?
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Bob DeWoody

I believe the bulk of the debris from the Theia collision is thought to have been captured in Earth orbit, or to have fallen back onto Earth. The rest would apparently have been widely scattered. Most of the iron core of Theia is believed to have been absorbed into Earth's core