Your best bet would be talking with your vet. Have a good exam done (possible blood work), then discuss his diet, and possible medications (these are easy to give and fairly cheap). They are developing some good diets for cushings horses. But definatelly pull him off the pellets if they are alfalfa or a blend. A bermuda or coastal type hay is what they recommend where I live. If the horse is losing weight you may also want to have the horses teeth checked and floated if they have not been done recently.