Heat is manifested as random movement of atoms...vacuum is the absence of such atoms, so it has no heat. Objects in space can be heated by the Sun, though (the random movement of the atoms of the object can increase due to radiation heat transfer). So, you could freeze in the shadows, and boil in the light of the sun (and, your boiling point is lower in a vacuum, since boiling point is a factor of pressure, volume and temperature, and your pressure is essentially zero in space.
Did you know that there is no such thing as cold? There is only absence of heat. The absence of all heat is absolute zero...a temperature below which there is no colder temperature, because no more heat can be lost.
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