Graft copolymers of .epsilon.-caprolactam are made by a process in which .epsilon.-caprolactam is polymerized in the presence of a copolymer of an aliphatic acrylate and an ethylenically unsaturated carboxylic acid, such as n-butylacrylate and acrylic acid. Such grafted polymers which have nylon-6 side chains grafted onto the acrylate polymer backbone are useful as hot melt adhesives. In the process for preparing these polymers, the backbone polymer is formed initially by solution polymerization at a moderate temperature and the .epsilon.-caprolactam is then added and the temperature increased in the presence of an acidic catalyst. .epsilon.-Caprolactam can be used as the solvent in the polymerization of the backbone polymer.