Atherosclerosis is the main killer in the western world. Today's clinical markers include the total level of cholesterol and high-/low-density lipoproteins, which often fails to accurately predict the disease. The relationship between the lipid exchange capacity and lipoprotein structure should explain the extent by which they release or accept lipid cargo and should relate to the risk for developing atherosclerosis. Here, small-angle neutron scattering and tailored deuteration have been used to follow the molecular lipid exchange between human lipoprotein particles and cellular membrane mimics made of natural, "neutron invisible" phosphatidylcholines. We show that lipid exchange occurs via two different processes that include lipid transfer via collision and upon direct particle tethering to the membrane, and that high-density lipoprotein excels at exchanging the human-like unsaturated phosphatidylcholine. By mapping the specific lipid content and level of glycation/oxidation, the mode of action of specific lipoproteins can now be deciphered. This information can prove important for the development of improved diagnostic tools and in the treatment of atherosclerosis.