>If some of the gain is fat, I don't know where it went on my body.

The first month or so of training is a great period: it seems possible to lose some fat and gain some lean body mass even though the regimen (diet and training) is designed for primarily fat loss. It's possible that you shed some fat in your midsection but fat was deposited elsewhere that you don't notice. Going by appearance can be misleading sometimes. Skin fold measurements or other stuff like DEXA or Bod Pod is better.