Textile-quality multifilament yarns that are highly sorptive for organic vapors, mists and solutes are described. Each filament comprises a microporous polymeric sheath filled with a core of sorptive material. In a multifilament spinneret having a hollow needle in each orifice, a slurry containing the sorptive material is supplied to each needle, and a blend of a polymeric material and a pore-forming material is supplied to the orifice externally of the needle. The spun composite fibers are drawn and subsequently extracted to porosify the sheath and to activate the sorptive property of the cores.