A self-expanding cage for use in conjunction with an embolic filtering device includes one or more circumferential members adapted to expand from an unexpanded position to a expanded position within the patient's body vessel. At least one proximal strut and at least one distal strut are attached to the circumferential member to form the basket. The circumferential member may include a plurality of bending regions which enhance the ability of the circumferential member to move between the unexpanded and expanded positions. The proximal and distal struts can be attached to one of the bending regions. When two or more circumferential members are utilized, each member may be connected by a connecting strut which may be connected at a bending region. The connecting strut can be a straight segment or may have a non-linear shape to provide additional flexibility. The expandable cage can be mounted to a elongated member, such as a guide wire, and can be either permanently mounted or rotatably mounted thereto.