The exhaust gas of internal combustion engines operated with a predominantly stoichiometric air/fuel mixture contains, as well as the gaseous hydrocarbon (HC), carbon monoxide (CO) and nitrogen oxide (NOx) pollutants, also ultrafine particulates. The introduction of the EU-5 exhaust gas standard in Europe in 2010 will for the first time impose a legal limit to these particulate emissions for gasoline vehicles. Future exhaust gas cleaning concepts for these vehicles must include devices for removing these particulates.A catalytically active particulate filter, an exhaust gas cleaning system and a process for cleaning the exhaust gases of predominantly stoichiometrically operated internal combustion engines are presented, which are suitable, as well as the gaseous CO, HC and NOx pollutants, also for removing particulates from the exhaust gas. The particulate filter comprises a filter body and a catalytically active coating consisting of two layers. The first layer is in contact with the incoming exhaust gas, the second layer with the outgoing exhaust gas. Both layers contain alumina. The first layer contains palladium. The second layer contains, in addition to rhodium, an oxygen-storing cerium/zirconium mixed oxide.