I have a waste pack, where I put my phone, keys, and a small bottle of hand sanitizer.
In the winter, I include various combinations of gloves, mittens, and glomitts, depending on the weather. On very cold days, I include a large pair of mittens. They are too large to fit in the waste pack, so, if I'm not wearing them, I hang them from the waste pack belt.
I lost my keys once, and had to retrace my route to find them. On a 12 mile run, I lost my phone. As a result, I added a lanyard for my keys, and put my phone in a zippered pocket in a zippered pocket. So, two zippers have to be opened to lose my phone again.
I also carry 1 liter of water.