The invention relates to a macroscopic assembly of nanometric filamentary structures. The macroscopic assembly comprises a plurality of microscopic assemblies substantially aligned in a same direction and connected together. Each of the microscopic assemblies comprises a plurality of members defining a plurality of spaces therebetween. Each of the members comprises a nanometric filamentary structure or a bundle of nanometric filamentary structures, wherein the macroscopic assembly has a density of less than 8 mg/cm3. The is also provided a method for preparing such a macroscopic assembly.