Siamese lack an undercoat. As a result they get cold more quickly than other types of cats.
Mr. Fuzz has found a solution to his cold sensitivity problem by sleeping with me under the covers during the cold parts of the year, going farther down as it gets colder.
As you can see by this handy diagram, for the greater part of the year Mr. Fuzz sleeps butted right up against the back of my knees, which of course makes it difficult to change sleep positions.
He does like to mix it up sometimes though - in the warm months instead of sleeping on my arm, he'll sleep in the October-April position but on top of the blankets.
It's a wonder I'm ever able to sleep through the night.