In a process for producing a heterogeneous polymer blend, at least one first monomer is polymerized in a first reaction zone in the presence of a supported catalyst to produce a thermoplastic first polymer having a crystallinity of at least 30%. At least part of said first polymer is then contacted with at least one second monomer and at least one polyene in a second reaction zone under conditions sufficient to polymerize said second monomer to produce a second polymer having a crystallinity of less than 20%. The second polymer is at least partially cross-linked in the second reaction zone such that at least a fraction of the second polymer is insoluble in xylene and such that the first and second polymers form different phases of the blend.