A calcined microsphere of ultrafine bauxite particles having a mean particle size in the range 0.01 to 0.3 micrometers, said microsphere having a particle size less than 30 micrometers and being characterized by a substantially solid form having a pycnometric density substantially falling in the range 3.2-3.0 g/cm.sup.3, a BET surface area substantially falling in the range 0.05 to 0.5 m.sup.2 /g and a crystal grain size less than 4 micrometers, the surface chemistry of the microsphere being modified to enhance the wettability of the microsphere and to improve its ability to bond strongly with matrix materials in use.