VLDL stands for very low density lipoprotein. Lipoproteins are made up of cholesterol, triglycerides, and proteins. They move cholesterol, triglycerides, and other lipids (fats) around the body. VLDL is one of the three main types of lipoproteins. VLDL contains the highest amount of triglycerides. VLDL is a type of 'bad cholesterol' because it helps cholesterol build up on the walls of arteries.