Why am I gaining weight after I've started exercising?

I'm 6 mos post op open RNY. I just recently started going to the gym and working out. I do some strength training and then cardio...I lift some weights under hubby's supervision and then walk on the elliptical machines for about 30 minutes. I haven't increased my food intake that I know of and I'm getting in my protein and water. What gives? I've gained about 2-3 lbs since we joined that dumb gym!

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