Dear Julie,
Since I have inherited high cholesterol from my father, I happen to have
several books of info.
1.  Understanding Diagnostic Tests in the Childbearing Year; 5th ed.:
Anne Frye, P.76

Serum Lipids and cholesterol levels in pregnancy:  In pregnancy,
cholesterol levels fall during the first trimester and then rise
progressively until the last month.  Diet does not affect this phenomenon
and it is postulated that the body is providing increased amounts of
precursors for the fomation of placental hormones.

2.  The 8-Week Cholesterol Cure; Revised Ed.:  Robert E. Kowalski, P. 50

Menstrual cycles have a definite impact on women's cholesterol levels.
Tests done at Brown University show that lipid levels tend to increase
within 5 to 10 days after menstruation, with statistically significant
changes for total and LDL cholesterol.  The researchers feel the
variation in plasma volume is responsible for at least half of the
cholesterol variation.  That is to say, after menstruation there is a
lower volume of blood, and thus the cholesterol is more concentrated at
that time.  Most likely hormonal influences are responsible for the other
half of the change.
Women's cholesterol levels are also increased during pregnancy, so tests
are unlikely to be accurate until several weeks after pregnancy.
Breastfeeding may also have an influence.

This is what I could find for now, hope it's not even more confusing.
The above seem to be theories or presumptions, though and not necessarily
facts.  Hope you get your answers soon.
Tanya