An embolic protection device includes a basket defined by a section of a set of wires arranged as a plurality of struts. These struts are coupled together at their distal ends as well as to the distal end of a core wire or mandrel. Another section of the wires spirals around the core wire to define a hollow channel in which the core wire can reciprocate. Thus, pulling or pushing a proximal end of the core wire relative to the struts expands or contracts the basket. A filter bag is attached to the basket for capturing clots when the basket is in an expanded configuration.