You could be genetically predispostioned and really there isn't much you can do other than take medication for it. Keep up the exercise, limit the sugar and take your medication regularly. Also make sure you are in the proper weight limits and not
overweight - if you are overweight then lose weight. If you have
diabetes keep your sugars under control as well as that can affect your triglycerides.
My husband has that problem and it is genetic (meaning his family has this problem and they lack a proper way to metabolize
cholesterol) in his case. He is not overweight either. He was diagnosed in his early 20s.
I think this is kind of common in people from the Indian subcontinent (my husbands family is Bengali) and other people we know with insane cholesterol numbers (and they are also genetically predispositioned) are also from the same ethnic background.
You can have a test ran to see if you are genetically predispositioned, although it is pretty expensive and a lot of doctors do not do it or even know about it.