STEPLIB

GSK.SGSKLOAD should be added to the STEPLIB if you are using SSL/TLS and if GSK.SGSKLOAD is not in the MVS LINKLIST.

The MQ libraries are only required when MQ is used. To run MQ, you must have the following MQ libraries authorized and placed in the STEPLIB of the startup JCL: SCSQLOAD and SCSQAUTH.

See the following example for your reference. 
//STEPLIB   DD DISP=SHR,DSN=&QUAL..LOADLIB
//*         DD DISP=SHR,DSN=TCP.C.RUNTIME.LIBRARY
//* *SSL*   DD DISP=SHR,DSN=GSK.SGSKLOAD
//* *MQ *   DD DISP=SHR,DSN=MQSER.SCSQLOAD
//* *MQ *   DD DISP=SHR,DSN=MQSER.SCSQAUTH