I have been working on quite a big project for the last month in after effects, creating a animation which is divided into 26 parts. I now want to insert them into premiere. The problem now is that the blend modes that i used in after effects in the layered comps has now been lost when i place the AE file into premiere. Can anyone suggest how to insert the AE file into premiere with all the applied blend modes??
You can render and export movies from After Effects and use those as clips in Premiere Pro.
There's a list of ways to move data back and forth between After Effects and Premiere Pro here: "Working with After Effects and Premiere Pro"
The methods that involve directly importing a project from one program into another or using copy and paste are convenient for some things, but the fidelity of the conversion is not always what you need. (E.g., limitations for copying and pasting are listed here.)
If you're jumping into After Effects from Premiere Pro from time to time to do work on a shot, then you should check out the Dynamic Link features.