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They dont filter at all. Now, scientists have also argued that filters are not just a pointless marketing gimmick, they are actively harmful

[31] Sales and popularity [edit] In 2015, it was the most popular e-cigarette in the United States with 33% market share in Nielsen-tracked channels

As explained in an article by Vukovi et al

It involves burning moxa, a cone or stick made of ground mugwort leaves or other herbs, on or near your bodys meridians and acupuncture points

E-cigarettes and vaping The Food and Drug Administration has classified e-cigarettes as tobacco products because most of them contain some amount of nicotine from tobacco