In the last few weeks I've noticed one of my co-workers sleeping in their vehicle in our parking lot when I come in in the morning. It looks like the vehicle hasn't moved in a long time (not positive on this, they could move it in the evenings and come back to the same parking place). I know that they work two jobs (or at least did last time I spoke with them about it). They're not really a friend of mine, just a colleague who shares some of my outside interests and I'm a bit concerned for them since winter is approaching and it's getting cold at night (northern US).
I don't want to embarrass them, or report them to our company in any way, as it seems like it's not really the company's business, or mine for that matter. The parking lot where they're sleeping doesn't belong to the company, it belongs to a parking lot company but the vehicle has the proper permit, so that's not an issue, or at least I'm reasonably sure it's not, the parking company may have rules against long term parking, but since the permit is there and valid, it seems like it's OK.
I've had another co-worker go homeless quite some time ago, but we lived in Southern California at the time, so they were less likely to be affected by cold weather, and they weren't homeless for very long (I think about three months as I recall).
I'm not in a particularly good position to offer financial help as I've got a sibling who's not far from being homeless as well, and any financial help I can offer is going to go to them. However, I can offer more material things like blankets or sleeping bags to help fend off the chill during the night.
What is the best way to help my colleague in this situation?
Edit after reading comments & answers below:
At lunch just now I took the opportunity to take a look into their vehicle as I walked past it to mine. There's no evidence of a sleeping bag or blankets, nor is there an accumulation of seeds or leaves from the trees that are in close proximity and dropping both at a prodigious rate (my car had lots at the end of each day). This lends credence to the "taking a nap before work" theory postulated below. The temperature last night was close enough to freezing that there was frost. Without something to sleep in, it's unlikely that they're spending the night in the vehicle as I first supposed.
I think the thing to do is stop worrying about it, keep an eye on them for other signs of stress. There are none apparent when talking to them, but I'm hardly an expert, they seem their normal cheerful self.