| Yeah, that is unusual. I would say that you need to lift weights, but eat like a horse. That way you will add muscle and make it that much easier to lose the fat if you ever want to - and it is a LOT better for you.
Most "bulking" phases of weight lifting involve adding a fairly significant amount of fat in addition to the muscle - then they will go back and lose the fat.
So pack on the pounds with weight training and lots of carbs/protien. And probably not do a ton of cardio... | 
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