Rough sleeper keeps one set of documents (7)
I believe the answer is:
dossier
'set of documents' is the definition.
(I've seen this before)
'rough sleeper keeps one' is the wordplay.
'rough sleeper' becomes 'dosser' (I've seen this before).
'keeps' means one lot of letters goes inside another (inserted letters are kept inside).
'one' becomes 'i' (Roman numeral).
'dosser' going around 'i' is 'DOSSIER'.
(Other definitions for dossier that I've seen before include "Papers containing detailed information about a particular person" , "Set of papers" , "Collection of documents on a subject" , "File of papers (sometimes dodgy)" , "File on a person or topic" .)