I thoght that you need to do conversions of these three steps.
1) Miliseconds to DB2 TIMESTAMP.
2) UTC to EDT(local time zone).
3) Format it as 'DAY MON DD HH24:MI:SS EDT YYYY'.
Andy answered for step 1).
For step 2), add CURRENT TIMEZONE to UTC.
Or, you may want to use NEW_TIME in
Sample UDFs for Migration.
For step 3), you may want to use VARCHAR_FORMAT(a synonym is TO_CHAR) for DD, HH24, MI. SS and YYYY
on DB2 for LUW 9.5, DB2 for iSeries V6R1 or DB2 for z/OS V9.
You can use SUBSTR(DAYNAME(ts), 1, 3) for DAY and SUBSTR(MONTHNAME(ts), 1, 3) for MON.