According to this report:

Researchers at the State University of New York at Buffalo found that when 11 healthy but sedentary adults followed a very low-fat diet (19 percent of calories from fat) for three weeks, they saw a drop in their HDL cholesterol — the “good” cholesterol believed to protect against heart disease.

In contrast, three weeks on a diet that provided 50 percent of calories from fat boosted participants’ HDL levels, according to findings published in the Journal of the American College of Nutrition.

Still, however, I think the key words here are “but sedentary.”