HDL: High density lipoprotein.
Lipoproteins are combinations of lipids (fats) and proteins. They are the form in which lipids are transported in the blood. The high density lipoproteins transport cholesterol from the tissues of the body to the liver so it can be gotten rid of in the bile.
HDL cholesterol is therefore considered the "good" cholesterol. The higher the HDL cholesterol level, the lower the risk of coronary artery disease.