This study was published in the Annals of Internal Medicine 2011 Dec 6;155(11):742-50

Study title and authors:
Association of high-density lipoprotein cholesterol with incident cardiovascular events in women, by low-density lipoprotein cholesterol and apolipoprotein b100 levels: a cohort study.

Mora S, Buring JE, Ridker PM, Cui Y.
The Center for Cardiovascular Disease Prevention, Brigham and Women's Hospital, Harvard Medical School, and Harvard School of Public Health, Boston, Massachusetts, and Merck & Co., North Wales, Pennsylvania.

This study can be accessed here.

26,861 initially healthy women, aged 45 years or older at the start of the study, were followed for approximately 11 years to determine the association between high density lipoprotein-cholesterol or apolipoprotein A-I levels and cardiovascular disease across a range of low density lipoprotein-cholesterol levels.

The study found:
(a) Those with the lowest high density lipoprotein-cholesterol (HDL-C) had an 119% increased risk of cardiovascular disease compared to those with the highest high density lipoprotein-cholesterol (HDL-C).

(b) Those with the lowest apolipoprotein A-I levels had an 58% increased risk of cardiovascular disease compared to those with the highest apolipoprotein A-I levels.

(c) The above associations associations were found for high density lipoprotein-cholesterol (HDL-C) with coronary events among women with a range of low density lipoprotein-cholesterol levels (LDL-C) values.

The study shows that high levels of high density lipoprotein-cholesterol (HDL-C) are associated with lower rates of cardiovascular disease, no matter what the levels of low density lipoprotein-cholesterol (LDL-C) are.

The best way to raise your high density lipoprotein-cholesterol (HDL-C) levels is to consume a diet rich in saturated fat. See here, here and here.