We investigate by scattering techniques the structure of water-based soft composite materials comprising a crystal made of Pluronic block-copolymer micelles arranged in a face-centered cubic lattice and a small amount (at most 2% by volume) of silica nanoparticles, of size comparable to that of the micelles. The copolymer is thermosensitive: it is hydrophilic and fully dissolved in water at low temperature (T ~ 0{\deg}C), and self-assembles into micelles at room temperature, where the block-copolymer is amphiphilic. We use contrast matching small-angle neuron scattering experiments to probe independently the structure of the nanoparticles and that of the polymer. We find that the nanoparticles do not perturb the crystalline order. In addition, a structure peak is measured for the silica nanoparticles dispersed in the polycrystalline samples. This implies that the samples are spatially heterogeneous and comprise, without macroscopic phase separation, silica-poor and silica-rich regions. We show that the nanoparticle concentration in the silica-rich regions is about tenfold the average concentration. These regions are grain boundaries between crystallites, where nanoparticles concentrate, as shown by static light scattering and by light microscopy imaging of the samples. We show that the temperature rate at which the sample is prepared strongly influence the segregation of the nanoparticles in the grain-boundaries.