Unless he's in hard physical work &/or he's got some underlying health issue, the type of feed he's on should be adequate & good for him. I presume he's also getting hay? If not, I'd probably add that too. Why do you think it's not a suitable feed for him? How much does he get & how often is he fed?
There are 'conditioning' feeds, such as beet pulp, soy hulls, etc that you can add if needing more calories. Fermenting fibre is what creates the most bodyheat, if it's the cold that's an issue, so feeding more hay over winter may be a good move.
Has he been wormed, teeth done, etc lately? Does he get any nutritional supplementation? If there's a possibility he has ulcers, any other physical problem, of the GI tract or otherwise, or anything to mentally stress him out, these things can all cause weight issues. It is natural & not necessarily anything wrong with a horse losing a bit over winter - can even be good for otherwise compromised metabolism, to use up fat stores if they're overweight. Of course, if he's thin to start with, or prone to lose a lot, you don't want him losing too much though. Some other things to consider...
Free movement is important for a horse's health & wellbeing for a number of reasons, including digestion. If he's cooped up in a stall for all but 6-7 hours daily(I'm supposing you ride for about 1 hour?), this could effect digestion negatively.
If he has previously been on a high energy/starch diet, he's not fed little & often(ie. He's only fed in a few or less 'square meals' daily) &/or he has been fat for some time prior to the weightloss, it could be something like ulcers, hindgut acidosis or metabolic issues that need to be resolved.
If he hasn't got well balanced nutrition, he may be getting enough calories but imbalance/deficiency is causing his body to be unable to utilise what he gets.