I've found that a lot of TBs (including my Paint/TB cross) need a lot more grain/hay in the winter to keep their weight on. My horse was on COB all through summer with just a tiny scoop in AM & PM. He started losing weight in the winter, so we kept gradually increasing his grain (and added sweet feed) until he gained his weight back and then stayed at normal weight. Now that it's getting almost into Spring, we're starting to cut back slightly on the sweet feed.
It seems like it's an ever changing process. You'll need to keep adjusting grain amounts depending on weather and your horse's physical demands. Just do it all gradually, and it should be good. If your mare needs to gain some weight, add a little more grain...then reassess in about a week.
There are also special Weight Builder grains that you can use.
My horse responded well to the addition of sweet feed (although, some people oppose feeding molasses/sugar-loaded grains to horses).
I've also heard of people adding a little dollop of vegetable oil to their horse's grain to increase weight gain.