PURPOSE: To concentrate the titled compounds, by distilling away fatty acids by vacuum distillation from a distillate consisting essentially of the fatty acids obtained from a deodorizing column in a purification process for palm oil, treating the distillation residue with a polar organic solvent, transferring selectively the titled compounds into the solvent.

CONSTITUTION: A distillate consisting essentially of fatty acids obtained from a deodorizing column in a purification process for palm oil is esterified with a lower alcohol by a conventional method, if necessary. It is subjected to vacuum distillation, and the fatty acids in the distillate or fatty acid esters in the esterified products are distilled away. To the prepared distillation residue is added an alcohol such as methanol, ethanol, etc. or a carboxylic acid such as acetic acid, propionic acid, etc., they are heated at 56W90°C with stirring, tocopherols and tocotrienols in the distillation residue are selectively transferred into the solvent and concentrated.