How do you cover your baby when he/she is sleeping?

My baby is 4 months old, and I do not know how to cover her when she's sleeping at night. She does not like to be swaddled anymore and takes her arms out... and when I touch her arms, they would be cold. I've tried a loose blanket, attended, and came back to find it right over her face. So I don't think this is an option to use at night for now. I've also tried the sleeping bags, and she gets all sweaty and cries, she hates them. I'm really confused about what to do... swaddling her was great, until she grew out of it now.