Transfer Assets In U.s. Discount Brokerage Account

Dissatisfied (among other reasons) with my discount broker in the U.S., I would like to transfer my assets (stocks, cash) to another discount brokerage which accepts non-resident customers. Realised that many discount broker don't accept non-residental investors. Any suggestions? Also, is it possible to transfer my assets "directly" from the U.S. to a brokerake firm in SE Asia?