Actually I thought of a much better way to do this with DFSORT's ICETOOL
given that you say all of the duplicates are grouped together.
This version only requires one copy pass rather than two sort passes.

//S1    EXEC  PGM=ICETOOL
//TOOLMSG DD SYSOUT=*
//DFSMSG DD SYSOUT=*
//IN DD *
EEEE 01
EEEE 02
BBBB 01
CCCC 01
CCCC 02
CCCC 03
CCCC 04
AAAA 01
AAAA 02
AAAA 03
DDDD 01
/*
//OUT DD SYSOUT=*
//TOOLIN DD *
* Select first record with each key.
 SELECT FROM(IN) TO(OUT) ON(1,4,CH) FIRST USING(CTL1)
/*
//CTL1CNTL DD *
* Force copy instead of sort since dup records are
* grouped together.
   OPTION COPY
/*

Frank Yaeger - DFSORT Team (IBM)
 Specialties: ICETOOL, IFTHEN, OVERLAY, Symbols, Migration
 => DFSORT/MVS is on the Web at http://www.ibm.com/storage/dfsort/

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