HDL particles have long been divided into 5 subgroups, by density/size (an inverse relationship), which also correlates with function and incidence of cardiovascular events. Unlike the larger lipoprotein particles which deliver fat molecules to cells, HDL particles remove fat molecules from cells which need to export fat molecules. The lipids carried include cholesterol, phospholipids, and triglycerides, amounts of each are quite variable.
Increasing concentrations of HDL particles are strongly associated with decreasing accumulation of atherosclerosis within the walls of arteries. This is important because atherosclerosis eventually results in sudden plaque ruptures, cardiovascular disease, stroke and other vascular diseases. HDL particles are sometimes referred to as "good cholesterol" because they can transport fat molecules out of artery walls, reduce macrophage accumulation, and thus help prevent or even regress atherosclerosis, but studies have shown that HDL-lacking mice still have the ability to transport cholesterol to bile, suggesting that there are alternative mechanisms for cholesterol removal.