Most of that is natural. I've seen them use those materials before. And I saw my neighbor has one of these too. I personally don't find that stuff anywhere else but I their nests.My neighbors put out nesting material.. I have to pick it up and dispose of it because it ends up in my "yard". Polyester and crap should not end up in animal or bird nests. They should be using natural materials.
The only things that are not natural are a few pieces of yarn and ribbon along with some dog hair.
I find it enjoyable to watch them take bits and pieces to their nests.