A black hole is made out of whatever it consisted of before it collapsed, plus everything that subsequently fell into it. The manner in which that mass happens to be distributed inside the event horizon is dealt with in the work cited by Safesphere in his comments below.
Viewed from outside the event horizon, the black hole appears to retain all the mass, charge and spin that its constituents possessed right up to the point when they vanished into the event horizon. But because to us, time slows down and stops at the event horizon, it appears from the outside as if all that stuff is squeezed down into an infinitely thin shell at the event horizon.
This means that the "density" of the black hole depends on how you are looking at it, which in turn means that its density is not a useful way to describe it. This means that the black hole has mass (which we can measure by its gravitational field) and a size (which looks to us as the diameter of its event horizon) but it doesn't possess density in the same way a baseball or a planet does.