A blood clot filter includes a number of locator members and anchor members, each of the members tipped with a retainer encompassed within bio-resorbable cover material. Upon delivery into a blood vessel, the locator and anchor members position the filter near the vessel centerline. After a period of time, the bio-resorbable cover material resorbs, allowing the retainer on the members to penetrate and attach to the vessel wall. A method of implanting the filter includes delivering the filter into a blood vessel and allowing the bio-resorbable cover material to resorb so retainers on the members can engage the vessel walls.