Have you considered on of those stretchy iPhone belts to carry your stuff? It collapses to look almost like a belt when it's empty, yet it can stretch enough to carry your phone, change, keys. The bigger ones could also carry gloves. I have 3-4 of these in different sizes that I bought on eBay for about $5 apiece. They're much better than a jacket because you can clinch them up tight to prevent bouncing when running. Empty, it weighs 2.3 ounces.