Best talk to a broker and an accountant for your SMSF. This is a change of ownership as you are changing the name from the SMSF trustee to yourself. The accountant will sort out any paperwork/tax involved, the broker will be able to tell you what forms are required.
You will need to have the accountant on board anyway to effect the SMSF closure as all the assets will have to be disposed of and distributed as part of the closure.
