In a process for producing a polymer blend, at least one first monomer is polymerized in a first slurry phase reaction zone in the presence of a supported first catalyst comprising a Ziegler-Natta component 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 different from said first monomer and at least one polyene in a second solution phase reaction zone in the presence of a second catalyst under conditions to produce and at least partially cross-link said second polymer such that said second polymer comprises at least a fraction which is insoluble in xylene and has a crystallinity of less than 20%.