Think about how electrophoresis ranks lipoproteins. The separation depends on charge-to-size, and the apoprotein-rich, small $HDL$ particles travel furthest as the alpha band. $VLDL$ lands in the pre-beta zone and $LDL$ in the beta zone, so all three creep toward the anode. Chylomicrons are the giants of the group: enormous, packed with triglyceride, and carrying very little protein per unit size, which leaves them with almost no effective surface charge to drag them through the gel. As a result they are stuck at the origin where the sample was loaded and fail to migrate toward the charged end. The non-migrating particle is therefore the chylomicron.
\[\boxed{\text{Chylomicrons}}\]