VLDLs, HDLs and LDLs are produced in the liver by combining proteins to triglycerides. Then VLDLs pick up triglycerides and transport them to adipose tissue cells. LDLs pick up cholesterol from the liver and transport it to sites where it is needed. HDLs pick up cholesterol from tissues and carry it to liver.

Is this correct?

My question is what makes them different when they are made in the liver since when they are produced they wouldn't have yet acquired triglycerides, cholesterol ecc.