The filament is impregnated with short strands of carbon fiber (aka chopped strand,)
Basically, what you’re doing is using a 3d printed part as a core to shape the carbon fiber- which is a very useful trick- similar to shaping pink insulation foam and skinning that over. (Pink foam is fairly lightweight and very easy to shape- a resistive wire or wire heat gun cuts like butter. Especially useful if you take copper power wire and bend it to form.)