It could be the grass. The younger the growth, the higher in protein it will be, and so may be contributing to the weight gain. Now that it's winter and they would primarily be getting hay and forage, and not much grass, they should naturally start losing some weight I would think.
The type of hay they get can also make a difference. Some varieties will be higher in protein, as well as the maturity of the hay, as a leafier hay will have more protein in it.