That is a "Delta capacitor" - three safety-rated (Class Y & Class X) capacitors encapsulated together.
There is a similar one listed on ebay here; you can see the internal arrangement of the three capacitors:
Find many great new & used options and get the best deals for Arcotronics FATAD3150ZA010 Delta suppressor 0.15uf X1 + 2 x 4700pfd Y 275VAC at the best online prices at eBay! Free delivery for many products.
www.ebay.co.uk
These have a similar function, but a newer design and somewhat cheaper - you would just have to join flying leads to one:
Find many great new & used options and get the best deals for PZB300MC23R30 Evox Rifa Capacitor , Delta Network , 0.15Uf+2X 4.7Nf at the best online prices at eBay! Free delivery for many products.
www.ebay.co.uk