Well, that got your attention! I just spent ages trawling through PubMed searching for Vitamin D studies from 2010 to present. I found 35 worth linking to. Here are the three relevant to the title:-
Diet induced thermogenesis, fat oxidation and food intake following sequential meals: influence of calcium and vitamin D.
Relation of vitamin D level to maximal oxygen uptake in adults.
Calcium and vitamin D supplementation is associated with decreased abdominal visceral adipose tissue in overweight and obese adults.
Vitamin D3 and the risk of CVD in overweight and obese women: a randomised controlled trial.
EDIT: I just had a thought. I find Vitamin D3 5,000iu/day very mentally stimulating.
I wonder if it's affecting CART. That would explain its anorectic effect.