  We show that an optimized loading of a cold ensemble of rubidium-87 atoms
from a magnetic trap into an optical dipole trap sustained by a single,
far-red-detuned mode of a high-Q optical cavity can be efficient despite the
large volume mismatch of the traps. The magnetically trapped atoms are
magnetically transported to the vicinity of the cavity mode and released from
the magnetic trap in a controlled way meanwhile undergoing an evaporation
period. Large number of atoms get trapped in the dipole potential for several
hundreds of milliseconds. We monitor the number of atoms in the mode volume by
a second tone of the cavity close to the atomic resonance. While this probe
tone can pump atoms to another ground state uncoupled to the probe, we
demonstrate state-independent trapping by applying a repumper laser.
