AIMS: To investigate the causal role of high-density lipoprotein cholesterol (HDL-C) and triglycerides in coronary heart disease (CHD) using multiple instrumental variables for Mendelian randomization. METHODS AND RESULTS: We developed weighted allele scores based on single nucleotide polymorphisms (SNPs) with established associations with HDL-C, triglycerides, and low-density lipoprotein cholesterol (LDL-C). For each trait, we constructed two scores. The first was unrestricted, including all independent SNPs associated with the lipid trait identified from a prior meta-analysis (threshold P