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Conflicting results on the involvement of vitamin D deficiency in inflammatory and immune response in HIV+ subjects are reported. We aimed to characterize the possible influence of vitamin D status on changes in expression of tissue transglutaminase gene (TGM2) and other genes involved in inflammatory response and autophagy in peripheral blood mononuclear cells (PBMC) from HIV+ subjects. HIV+ subjects (<i>n</i> = 57) under antiretroviral therapy (ART) and healthy controls (<i>n</i> = 40) were enrolled. mRNA levels of 1-alpha-hydroxylase (<i>CYP27B1</i>), tumor necrosis factor-α (<i>TNF-α</i>), interferon-γ (<i>IFN-γ</i>), <i>TGM2</i>, microtubule-associated protein 1A/1B-light chain 3 (<i>LC3</i>), autophagy-related 5 homolog (<i>ATG5</i>), and Beclin 1 (<i>BECN1</i>) were quantified by real-time PCR. In HIV+ subjects, 25(OH)D₃ plasma levels were negatively correlated with time since HIV diagnosis. In PBMC from HIV+ subjects, increases in gene expression of <i>TNF-α</i> and <i>IFN-γ</i> in comparison to controls were observed. The highest increase in <i>TNF-α</i> transcripts was observed in HIV+ subjects with deficient 25(OH)D₃ levels. Autophagy-related genes <i>LC3</i>, <i>ATG5</i>, and <i>BECN1</i> were down-regulated in HIV+ subjects. Moreover, <i>TGM2</i> transcripts were up-regulated in PBMC from HIV+ subjects with 25(OH)D3 deficiency. Changes observed in PBMC from HIV+ subjects appeared to be dependent on vitamin D status. The present results suggest that vitamin D deficiency is associated with changes in the expression of markers of inflammation and autophagy, resulting in immune cell dysfunction.