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Quite often you can't touch your 401K until you leave the job -- check with your plan administrator.

If you can get at your 401K, then yes, it's possible. Call up Datek and ask them how it's done--they should be able to tell you the procedure. Your plan administrator will have to make out a check for the value of your account, payable to "Datek - FBO jmichel1". You then send in the check with your account application.
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