Why am I gaining weight after I've been eating less moving more?

I signed up back in Nov. 30th for a gym that does all classes only, not a traditional gym. I have been consistant with Piliates, Bootcamp, this uses core pads, hand weights, Kettlebell this is in a heated room. I also do Vin and Yin Hot yoga. I'm 5'5 was 163 and now I'm 169-170.. I've been eating less, drinking water and getting my 8.5 hours or more of sleep. I also walk most days. I thought I would be losing weight, I sweat my ass off and eat healthy and I'm beyond confused why Iam gaining. My clothes fit the same.

Why am I gaining weight after I've been eating less moving more?
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