Yes, sodium, also mercury and thallium, but as well as dysprosium, holmium and thulium. These "rare earths" provide significant continuum radiation which leads to the excellent color. Like in high-pressure-sodium lamps, the sodium light-output contribution comes from "pressure broadening". This can only happen at high arc-tube temperatures. The discharge tube of CMH lamps is changed from quartz to ceramic, which permits these higher operating temperatures.