I've been trying to read up on high cholesterol and there is a lot of information out there about it. In addition to "don't eat fatty foods" and "exercise more," there are some sources that mention vitamin D as a possible contributor to improving cholesterol levels.
The test group received a daily dose of 1,000 mg of elemental calcium along with 400 IUs of vitamin D3....
Blood levels of vitamin D, fasting plasma triglycerides, HDL, and LDL cholesterol levels were assessed at the beginning and end of the trial. After two years, women who received the vitamin D and calcium supplements had a 38 percent increased mean vitamin D level compared to the placebo group.
They also had a 4.46-mg/dL mean decrease in LDL. Furthermore, higher vitamin D concentrations were associated with higher HDL combined with lower LDL and triglyceride levels.
Edit:
The quote was originally from Mercola, but, the article seems no longer to exist. However, the originating study seems to be Schnatz, et al. (2014)
It looks like there is a correlation, but I'm curious how that works.
References
Schnatz, P. F., Jiang, X., Vila-Wright, S., Aragaki, A. K., Nudy, M., O'Sullivan, D. M., Jackson, R., LeBlanc, E., Robinson, J. G., Shikany, J. M., Womack, C. R., Martin, L. W., Neuhouser, M. L., Vitolins, M. Z., Song, Y., Kritchevsky, S., & Manson, J. E. (2014). Calcium/vitamin D supplementation, serum 25-hydroxyvitamin D concentrations, and cholesterol profiles in the Women's Health Initiative calcium/vitamin D randomized trial. Menopause, 21(8), 823–833. https://doi.org/10.1097/GME.0000000000000188