Abstract: This invention relates generally to supported metallocene catalyst systems and to methods for their production which comprising combining inorganic porous support material having an average particle size of from about 30.mu. to about 40.mu., metallocene, and alumoxane wherein the amount of metallocene is in the range of 0.005 to 0.06 mmoles transition metal/g support material and the ratio of aluminum to transition metal is in the range of 10:1 to 300:1. Specifically, this invention relates to supported metallocene catalyst systems having improved metallocene loading and optionally reduced support particle size. These catalyst systems are particularly useful for the polymerization of ethylene polymers.