Cecily Strong, 30

Robert Trachtenberg

Favorite host?

It's hard to choose. Kristen [Wiig], Tina [Fey], and Melissa [McCarthy]. I'm speechless around them.

Your boyfriend is SNL's Mike O'Brien. Any concerns about dating a coworker?

Absolutely. It's probably stupid. But I got the okay from my dad, who is a business professional. It happens. The good thing is I never feel like I'm complaining or talking about my job too much.

You're a household name now. How do you deal?

Therapy! It's hard when you're thrust into the spotlight. We write 40 scenes every week, and maybe 6 of them make the live show. There's a lot of "Am I not funny?" It's easy to feel overwhelmed and lose your confidence.

Props for calling out the "cruel bully dickheads" on Twitter who suggested you were pregnant. Why did you do it?

I felt like I was betraying myself not to say anything. I thought of myself as a 12-year-old. I've never had a hot bod or been seen that way. I didn't want to make it a big deal, but it was nice to feel support from other girls. Boys get it too. It's not even just a girl issue.

Celebrity spirit animal?

I love Amy Sedaris so much. I feel like I could have been a part of the Sedaris family.

T-shirt, Obesity and Speed, $125; shorts, Hanro of Switzerland, $148; shoes, Bess NYC, $220; stole, Adrienne Landau

Kate McKinnon, 30

Robert Trachtenberg

The sounds that goats and sheep make when they scream like men. I cannot keep myself together when I hear that.

You do a killer Justin Bieber. What would you say to him right now?

I'd get very serious with him and say, "You are good. Hang in there, pal. I love you. You have a core of goodness."

What's a failproof source of material for you?

Weird people doing shit. Like local news stories of a woman wearing hamburger shoes or just people behaving strangely.

Favorite sketch?

My favorite thing to do is play the character who makes out with people at the bar. I love fake, gross kissing. I've kissed Vince Vaughn and John Goodman. Louis C.K. was great. He was the first, but they were all great in their own ways. It takes a special man to put himself in that situation.

Robe, $495, nightgown, $695, Josie Natori; shoes, Alejandro Ingelmo, $650; necklace, Kate's own

Aidy Bryant, 26

Robert Trachtenberg

When did you realize you were funny?

Funny was very valued in my house. My parents are both very funny, and my brother has great timing. I started doing children's theater, and when I found out about improv and sketch, I was like, "Oh, this is my jam."

You tweeted that Drake was the best after he hosted. Why?

I love him. He's the nicest dude. He felt like one of us all week, which was such a pleasant surprise because, come on, it's Drake! He has so much swagger. It was refreshing to say, "Oh, he's just like our bud!"

What do you do on your one day off?

I will watch any garbage that's on TV. I watch all the Real Housewives — all cities. I know their husbands' names; I know their dogs' names. I know too much about these women.

What would you say to a person who thinks girls aren't as funny as guys?

You're wrong. All you need to do is watch Amy Poehler, Tina Fey, Kristen Wiig, or any of the girls in the cast right now. You're a damn fool if you think girls can't hang with guys on the funny front.

Robe, Kumi Kookoon, $257; nightgown, Hanro of Switzerland, $118; shoes, Jacques Levine, $98; all jewelry, Aidy's own

Sasheer Zamata, 27

Robert Trachtenberg

When did you realize you were funny?

I did a speech for Hoosier Girls State, in Indiana. I put one joke at the top of my speech, and people laughed really hard. I was like, Man, I want to do this all the time.

There was a lot of buzz about your casting. What's your take?

I'm just glad to be hired, honestly. I do love being black — it is a part of my life and identity, but as far as work goes, I'm a comedian. They hired me because I'm a comedian.

Do you feel pressure to represent black women a certain way?

I don't. I also don't know if black women see me and are like, "She's representing all of us." All I'm doing is telling jokes. I'm not making legal decisions for them. I do want little girls to watch the show and think they could do what I'm doing. That'd be awesome.

What always makes you laugh?

Nicole Byer (from MTV's Girl Code). She's the funniest person in the world.

Dream host?

Beyoncé. If she could grace the studio with her presence, everything would be right in the world.

Robe, Christine Lingerie, $410; bra, Parfait, $38; brief, Panache, $48; (on statue) bra, Gap, $39.50

Nasim Pedrad, 32

Robert Trachtenberg

When did you first realize you were funny?

I used my sense of humor to fit in at school. It was a form of currency with the popular crowd. Having foreign parents and a weird name didn't help. What I had going for me was I could make people laugh.

Do you feel a responsibility to raise the bar for women in comedy?

I'd like to think that we are past the point of debate over how funny women can be. I feel a responsibility to make sure there are things on the show that represent what women are thinking. I can probably write a more accurate birth-control parody than a guy writer from The Harvard Lampoon. Although those guys can surprise you sometimes.

What does your Sunday look like after a show?

It depends on how late you were at the afterparty. Worst-case scenario: You wake up around 5 p.m., order Chinese food, shovel it down, watch 30 minutes of TV, and go to sleep again.

What always makes you laugh?

My 90-year-old Iranian grandmother. She just doesn't give a shit anymore. She delivers the best burns I've ever heard in the shortest amount of words.

Dream host?

At the risk of sounding obvious and like such a girl, Leonardo DiCaprio. He's never hosted, and he's such a huge star!

Camisole, $135, shorts, $135, Christine Lingerie; shoes, Sophia Webster (see page 181), $395; all jewelry, Nasim's own

Noël Wells, 27

Robert Trachtenberg

When did you realize you were funny?

My family moved a lot, often in the middle of the school year, and I would have to make new friends. If you're making fun of yourself, then people are like, "Oh, she's okay." As I got older, I wanted to become a politician.

Why did you give up the political dream?

I don't know if I have! But I think comedy is a more effective way of getting a message out. If we can all laugh at something, we can also see a bigger picture.

You were once a magician's assistant. What did that entail?

I would get sawed in half or flail around in a little dance. I know lots of magic secrets, but it would be a dick move for me to share.

What would you say to a person who thinks girls aren't as funny as guys?

My opinion is that there is one in a thousand people who thinks that and 999 people know better. It's not even worth addressing. One person can think the president is a lizard, but do you engage that person? I don't think it's worth it.

Vanessa Bayer, 32

Robert Trachtenberg

Middle school or high school. I had a lot of fun impersonating teachers or ordering catalogs with weird voices. There was one catalog that had jewelry exclusively made of cubic zirconia that I used to call and place an order in a Southern accent.

Favorite host?

Kerry Washington hosted this season, and I just loved her to pieces. Everyone did. All the girls wanted to be best friends with her. It's crazy. You meet these hosts and they're so great, and then they have to leave at the end of the week. It's sad.

Your Miley Cyrus is spot-on She's hosted twice since you've been on the show — are you guys friends now?

I'd like to think we are. She was so great. It takes a really cool person to embrace a parody version of themself the way that she has.

Dream host?

I would love to have Claire Danes host and Thirty Seconds to Mars (fronted by Jared Leto) be the musical guest. It would be a My So-Called Life show.

What always makes you laugh?

Home-shopping networks. There's something about them that I think is so funny. The women are mesmerizing. I always turn it on, and my friends are like, "Why are we watching this?" It just makes me giggle.

Robe, Ari Dein, $460; camisole, Cami NYC, $158; pajama pants, Victoria's Secret, $69.50

Hair: Zaiya Latt for the Stephen Knoll Salon. (Vanessa Bayer) Andrew Fitzsimons using Oribe at ABTP. Makeup: Tina Turnbow using Lancôme at Crosby Carter Management. Manicure: Roseann Singleton using Chanel La Vernis. Set design: Shawn Patrick Anderson at Bridge Artists.

This article was originally published as "Hot and Hilarious: It's An SNL Sleepover!" in the May 2014 issue of Cosmopolitan. Click here to get the issue in the iTunes store!

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Photo credit: Robert Trachtenberg

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