The present invention relates to a process for the work-up of a mixture containing esters of EPA and/or of DHA with monoalcohols having from 1 to 6 carbon atoms, esters of other fatty acids with monoalcohols having from 1 to 6 carbon atoms and free cholesterol, where the process comprises addition of a transesterification catalyst to the mixture, conversion of at least part of the free cholesterol into esterified cholesterol and then distillation of the mixture, where the distillation is carried out so as to give a product which contains EPA and/or DHA, both in the form of their esters with monoalcohols having from 1 to 6 carbon atoms, in a higher relative amount, based on all fatty acids present in free or bound form in the product, than the abovementioned mixture. Furthermore, the present invention relates to a product which can be obtained by the process of the invention, where the product contains from 10 to 99.99% by weight of esters of EPA and/or of DHA with monoalcohols having from 1 to 6 carbon atoms and from 0.0001 to a maximum of 0.3% by weight of cholesterol in free or bound form.