Which lipoprotein has the highest protein content?
LDL has the higher protein content than HDL. LDL consists of Apo B48 and Apo B100. These are proteins with higher molecular weights between 250 kDa to 550 kDa as compared to other apoproteins. And these apoproteins are not present in HDL. 

And if lipoprotein (a) is included in comparison then it has highest protein content. 

(Via:  https://lipidmaps.org/resources/lipidweb/index.php?page=lipids/simple/lipoprot/index.htm)