To Lose Weight Make Ayurveda Treatment The liver also makes a High Density Lipoprotein (HDL), which holds less cholesterol than the LDL. When this circulates it can pick up cholesterol and bring it back to the liver, where some of it is filtered and eliminated. HDL is often called good cholesterol, since it can be beneficial in lowering the total cholesterol in the blood. Exercise can be helpful in raising HDL "good" cholesterol.