The support shell (2) of the bearing has its inner surface milled with a pattern of tracks for the bearings and has outlet holes in a flat on the outside of the shell to allow loading of the balls. The bearing is completed by fitting U-shaped return tubes, filled with ball bearings, into the holes. The ends of the tracks are shaped to hold the ball bearings and to prevent loss of ball bearings during fitting. The bearing shell is milled by a rotating milling head with different axial angles to create different diagonal cross-sections of the tracks. For multiple bearings along the shell no separate spacers are required.