A thermoplastic molding composition is provided, which comprises A) from 30 to 90% by weight of at least one thermoplastic polymer, B) from 10 to 70% by weight of microcapsules with a capsule core made of latent-heat-accumulator material and a polymer as capsule wall, where the latent-heat-accumulator material has its solid/liquid phase transition in the temperature range from -20 °C to 120 °C, and C) from 0 to 60% by weight of one or more further additive, where each of the percentages by weight is based on the total weight of components A) to C) and these give a total of 100% by weight, obtainable via mixing in the melt of components A), B), and optionally C) in a multiscrew extruder, where the multiscrew extruder comprises, along the direction of conveying, in this sequence, at least one feed zone, one plastifying zone, one homogenizing zone, and one discharge zone, and the feed of the microcapsules B) into the multiscrew extruder takes place at a site after-in the direction of conveying- the plastifying zone. And also a process for producing the composition and uses of the composition for producing fibers, foils, moldings, and foams are provided.