The outer end of the filter is fitted with a cone-shaped end cap pushed in fairly lightly:

When the sock comes loose and the end cap falls out, suction can give you something like this:

The end cap was just lying there inside the front valance. The sock went for a walk up the tube until stopped by the throttle body.
Moral? Check the intake end of your long arm CAI on a regular basis!
The original intake box etc is now reinstalled in the car. Then Injen system has a new home. Like this:
