A little more information would be helpful. Is he on pasture? What is his turnout schedule? Is it possible he is losing the weight over the winter and you are just not seeing it because of a thick coat? Saddlebreds have a longer, leaner build anyway, so weight loss tends to really show up on them. I have one that battled weight loss for a number of years, but a huge part of his issue in the summer was bugs. He would spend so much time trying to rid himself of flies and other pests that he wasn't eating enough. A change in his turnout and the addition of a fly sheet and mask, and spray on the exposed areas helped a lot.
"Keep a leg on each side and your mind in the middle"