Low-density lipoproteins (LDL) are atherogenic and represent a strong cardiovascular risk factor. Therefore, LDL-cholesterol (LDL-C) remains the primary target in lipid lowering therapy. However, since many cardiovascular events occur despite an optimal LDL-C, it is necessary to focus on the remaining cardiovascular risk. Treatment of low high-density lipoprotein-cholesterol (HDL-C) and high triglycerides (TG) are options to achieve cardiovascular risk reduction beyond LDL. HDL mediates reverse cholesterol transport and exerts several other athero-protective effects. Epidemiologic evidence has shown that low HDL-cholesterol (HDL-C) is a strong and independent cardiovascular risk marker. However, since the anti-atherogenic effects of HDL particles rather depend on their functionality rather than on their cholesterol content, an increase in HDL-C concentration does not always have to result in a clinical benefit. Besides established strategies to increase HDL-C, e.g. with fibrates and nicotinic acid, CETP (Cholesteryl ester transfer protein)-inhibition is a promising new therapeutic option. The failure of torcetrapib, the first CETP-inhibitor, seems to be attributed to "off-target" effects. Treatment with the newer CETP-inhibitors dalcetrapib and anacetrapib has been shown to be efficacious and safe - but their usefulness in clinical practice remains to be determined in ongoing clinical endpoint trials. TG concentrations have been shown to correlate with cardiovascular risk. However, interpretation of plasma TG concentrations remains difficult due to considerable intra-individual variability of plasma concentrations. Post-prandial triglyceride concentrations may be better predictors of cardiovascular risk than fasting TG. In patients with hypertriglyceridemia, achievement of the LDL-C goal remains the primary lipid target. The basis of therapy in patients with hypertriglyceridemia are life style modifications. In addition, non-HDL-C should be addressed. For selected patients, treatment with fibrates, nicotinic acid or omega-3 fatty acids are available to lower TG concentrations. In summary, the focus of lipid therapy is the reduction of cardiovascular risk rather than the modification of lipoprotein sub-fractions. Ongoing research points towards a shift of the focus from the HDL-C concentrations to parameters of HDL function and from fasting TG to TG kinetics.