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The present study explored the effect of cholesterol on the immunity and inflammation response in the immune organs (head kidney, spleen and skin) of young grass carp (Ctenopharyngodon idella) fed graded levels of dietary cholesterol (0.041–1.526%) for 60 days and then infected with Aeromonas hydrophila for 14 days. The results showed that low levels of cholesterol (1) depressed the innate immune components [lysozyme (LZ), acid phosphatase (ACP), complements and antimicrobial peptides] and adaptive immune component [immunoglobulin M (IgM)], (2) up-regulated the mRNA levels of pro-inflammatory cytokines [interleukin 1β (IL-1β), IL-6, IL-8, IL-12p35, IL-12p40, IL-15, IL-17D, tumor necrosis factor α (TNF-α) and interferon γ2 (IFN-γ2)], partly due to the activated nuclear factor kappa B (NF-κB) signalling, and (3) down-regulated the mRNA levels of anti-inflammatory cytokines [IL-4/13B, IL-10, IL-11, transforming growth factor (TGF)-β1 and TGF-β2], partly due to the suppression of target of rapamycin (TOR) signalling in the immune organs of young grass carp. Interestingly, dietary cholesterol had no influences on the IκB kinase α (IKKα) and IL-4/13A mRNA levels in the head kidney, spleen and skin, the IL-1β and IL-12p40 mRNA levels in the spleen and skin, or the β-defensin-1 mRNA level in the skin of young grass carp. Additionally, low levels of cholesterol increased the skin haemorrhage and lesion morbidity. In summary, low levels of cholesterol impaired immunity by depressing the innate and adaptive immune components, and low levels of cholesterol aggravated the inflammation response via up-regulating the expression of pro-inflammatory cytokines as well as down-regulating the expression of anti-inflammatory cytokines partly through the modulation of NF-κB and TOR signalling in the immune organs of fish. Similar to the low level of cholesterol, the excess level of dietary cholesterol impaired immunity and aggravated inflammation response in the immune organs of fish. Finally, based on the percent weight gain (PWG), the ability against skin haemorrhage and lesions as well as the LZ activity in the head kidney and the ACP activity in the spleen, the optimal dietary cholesterol levels for young grass carp were estimated as 0.721, 0.826, 0.802 and 0.772% diet, respectively.Inadequate cholesterol depressed innate and adaptive immune components in fish.Inadequate cholesterol aggravated fish inflammation response involving cytokines.Dietary cholesterol regulated NF-κB and TOR signaling in fish immune organs.Excess cholesterol impaired immunity and aggravated inflammation response in fish.