What in the circulatory system transports this which helps regulate temperature?

Blood transports water which helps regulate temperature.

Body temperature is regulated by the hypothalamus, which is a small brain region that acts as a thermostat. When the body's temperature rises, the hypothalamus sends signals to the blood vessels in the skin to widen, allowing more blood to flow near the skin's surface. This helps to release heat from the body. Conversely, when the body's temperature drops, the hypothalamus signals the blood vessels in the skin to narrow, reducing blood flow to the skin and helping to conserve heat.