A cage and sleeve assembly for an embolic filtering device used to filter embolic particles from a body vessel has a strut assembly that is movable between an unexpanded position and an expanded position. Struts having strut ends at the respective ends form a cage. The strut ends are initially made from linear elastic nitinol, and a series of spot or laser or other types of welds then secure the strut ends in the sleeve assembly. In one approach, the ends of the strut ends are welded to form a tube. In another approach, the strut ends are welded onto a sleeve. The strut ends may optionally have ends that are partial cylinders, and the partial cylinders are welded onto a cylindrical sleeve. Effects from the welding, such as changing linear elastic nitinol to superelastic nitinol, are contained within a heat-effected zone, and do not extend into areas of the structure that typically bend during use.