I currently keep my horses on good pasture 24/7, with free access to shelter. Three horses on 12 acres, so they all get plenty of grass. It is limed/fertilized as well. They also get good quality alfalfa pellets twice a day. Two stay fat as can be and one is always on the thin side. She's in great shape, very shiny coat, good hooves, etc. Her teeth have been checked, no signs/symptoms of ulcers. Just always a little thin. I believe her breeding plays into it as well. The two are very heavy cow-bred and she's Corona Cartel/Valiant Hero. 

Suggestions on what I can add to get a little weight on her?

Renew Gold hits all the fats. You could put #1 of it in with her alfalfa pellets and most likely by the end of the bag you will see a nice difference. It's a pellet so easy to deal with. 

This ^^^^^^^^^