why is my horse so thin?

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I have a 8 year old quarter horse that I got in April. When I got him he hadn't had vet care in YEARS. He was thin and the man had no hay on property but was giving grain. He picked up weight OK and his coat improved greatly. Now that it is fall and there are less groceries for him, he has lost like 125 in the past month. I have been graining like 2 times a week and giving hay to him. Along with his grain I have him on a weight gain supplement. My other 4 horses are hog fat and he is skin and bones. I have wormed him regularly since I got him & had his teeth checked. He is the boss of the pasture. My sister doesn't have a horse any more and has more time than I do so I am sending him to live with her for the winter so she can grain him at least once a day. What is the deal with his weight?