This applies to every lipoprotein.
LDL: Native LDL in the blood is not atherogenic. Oxidized LDL in the wall is. (Witztum, British Heart Journal, 1993. Blood antioxidants and HDL protect circulating LDL from oxidation.)
ApoB: ApoB is just the protein tag on the particle. It tells you how many particles you have. Not what happens to them inside the wall. ApoB does not oxidize. The lipid cargo does, after the wall traps it.
Lp(a): In 2005, Tsimikas et al. showed in the NEJM that Lp(a) is the preferential carrier of oxidized phospholipids (OxPL). It does not just enter the wall. It delivers pre-oxidized cargo that triggers inflammatory monocyte recruitment.
Every particle follows the same rule: harmless in the blood, dangerous only when the wall is compromised and oxidation occurs.
Witztum JL. "Role of oxidised low density lipoprotein in atherogenesis." Br Heart J, 1993.
Tsimikas S, Brilakis ES, Miller ER, et al. "Oxidized phospholipids, Lp(a) lipoprotein, and coronary artery disease." N Engl J Med, 2005.