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. There is disclosed 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, 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. Both layers contain alumina. The first layer contains palladium. The second layer contains rhodium. The latter is disposed above the first layer.