I have the same problem as you. I swim competitively year round and have around a 6,000 calorie diet. I'm 5'10" and was down to 135 over our winter training last year. The nutritionist said that protein shakes can help, but honestly you are spending a lot of money when you don't need to. She said the biggest thing is to get more calories (duh), and analyzed what I was eating. Try to add lots of high protein or high calorie foods- for example, try making fruit smoothies with bananas, strawberries, whole milk, and instead of yogurt try vanilla ice cream. Also, a lot of people suggest things like power bars, but most only have about 200 calories max. Instead, a sandwich on wheat bread with 2 tbsp of peanut butter or nutella and jelly or jam is over 400 calories. Don't eat really unhealthy food, but try to eat more calories in healthy foods.