An implantable medical device includes a plurality of legs and, preferably, a circumferential array of support elements. The legs have anchoring elements at their distal ends. The anchoring elements are formed from a turn of the wire forming the legs, while piercing elements are formed by the extremities of the wire. The loops formed in this manner hold the piercing elements in the desired position and orientation during use of the filter assembly and also provide resiliency to counter any effects of movement of the filter assembly caused by movement or changes in the vessel in which the filter assembly is deployed. The anchoring elements can also straighten during removal of the filter assembly, thereby facilitating the removal of the filter even after endothelialisation.
