Working out without losing weight?

I'm trying to get in better physical shape, tone up a bit. I used to rely on my job to keep me in shape but these days, that's not enough. I'm also rebuilding strength since I torn up my shoulder last year.

I'm thin naturally so I don't want to lose any weight, only gain muscle. Any workout recommendations? I will obviously up my calorie intake accordingly but there's a limit, I'm at 2500+ calories/day just to maintain the weight I'm at (130 pounds and 5'10").

Do you have any suggestions? There's no gym near me, so I'm looking for workouts that don't need more than 2 4# weights (leftover from rehabbing my shoulder). I have about 30 minutes available each day. I have tried running this spring but lost so much weight that its taken me most of this summer to gain it back.
Working out without losing weight?
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