yes you could do an in-kind transfer of the securities (mutual fund shares, ETF shares, bond fund shares, individual stock shares, etc) from one brokerage account to another, for instance EJ to Vanguard, and this would avoid liquidation and resultant capital gains taxes due
but
this defeats the purpose, to a large degree, because the funds held at EJ probably carry a greater than average expense ratio, certainly more than VTSAX, and the same expense ratio would be applicable wherever the shares are held.
Sure, realizing the gains and incurring tax isn't ideal. But a high ER is constantly eroding returns. This is only a guess of course. Maybe EJ has you invested in a low fee index fund. (But I doubt it.)