I like Sean's reply better, but here is a simple exec that can do it:
/* REXX program to trap TSO cmd output */
ADDRESS TSO
Arg cmd
x = OUTTRAP(cmd.)
'ALLOC DD(LIST) UNIT(VIO) SPACE(1) CYLINDERS REUSE
RECFM (F B) LRECL (80) BLKSIZE (0)'
''cmd''
'EXECIO * DISKW LIST (STEM cmd. FINIS)'
x = OUTTRAP('OFF')
ADDRESS ISPEXEC
'LMINIT DATAID(LASTID) DDNAME(LIST)'
'BROWSE DATAID('lastid')'
'LMFREE DATAID('lastid')'
ADDRESS TSO
'FREE DD(LIST)'
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