Triglyceride levels for two years now are about 250. Yet I have no risk factors -- Asian woman, only 100 pounds and eat healthy. What could be it be?

Trigs as CVD risk. It is very likely that you have a hereditary predisposition to over-production of triglycerides from free fatty acids by the liver. There is a correspondence between higher triglyceride levels and higher levels of small, dense LDL particles. Small, dense LDL particles are likely the real problem behind high triglycerides.
High triglycerides. Obesity is often associated with high triglycerides. But there are other factors that could elevate your trigs, including alcohol and high glycemic index carb consumption, which can cause Insulin overproduction, which leads to high trigs. The levels 150 or higher are considered to be a potential cardiovascular risk especially in women, particularly if you have other risk factors such as low hdl.
Could be hereditary. You could have an inherited form of hypertrygliceridemia. I would advise you to check thyroid levels and glucose tolerance to rule out other causes. You may need to see a lipid specialist to get some more specialized test and treatments.
Hypertriglyceridemia. Hypertriglyceridemia occurs when there are elevations in plasma values of triglyceride-rich lipoproteins, that is, chylomicrons, very low density lipoprotein, or both. The excessive accumulation of these lipoprotein particles can result from increased production, decreased removal, or both.