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Legally, they do not have to release your funds to you and you need to read your plan description. If the pension is vested, then they have the right to keep the funds in the plan and pay you when you qualify. If the pension was not vested they only have to return any money you personally put into the pension, not what the union or the employer put into the pension. Unless your plan description provides for you to make a withdrawal, you cannot legally do so.