The Fat in Your Blood Comes From Sugar

Fat (apart from trans fat) does not raise your risk for heart disease. Instead, it's the sugar that you should worry about.

From "Study Finds No Link Between Fat and Heart Disease" in the NYT:

The smaller, more artery-clogging particles are increased not by saturated fat, but by sugary foods and an excess of carbohydrates, Dr. Chowdhury said. “It’s the high carbohydrate or sugary diet that should be the focus of dietary guidelines,” he said. “If anything is driving your low-density lipoproteins in a more adverse way, it’s carbohydrates.”

The fat in your blood known as LDLs, so-called "bad cholesterol", is not caused by dietary cholesterol, nor is it caused by dietary fat.