A study, published in The American Journal of Clinical Nutrition, found that when subjects were supplemented with vitamin D and calcium (600 mg calcium, and 200 IU vitamin D), HDL cholesterol increased, along with other beneficial changes to plasma lipid and lipoprotein concentrations.

You can get calcium from dairy foods, like milk and yogurt, but also from foods like leafy green vegetables, fish (with bones), fortified juices, legumes, dried figs and apricots.

Exposing your skin to sunlight for a short period of time, without sunscreen, is the best way to get your bodies vitamin D levels up to a healthy level. There are also some foods which contain vitamin D, including eggs, fortified milk, salmon, tuna, and fish oils.