Explanation
DFSMShsm attempted to migrate a data set 
or execute a class transition
to a tape migration
level 2 volume, but determined that the data set needed to be backed
up. See the preceding ARC1001I message or the associated ARC0734I
message for the data set name.
System action
Migration or class transition the
data set ends. DFSMShsm processing
continues.
Programmer response
Back up the data set by command or wait
until it is backed up automatically and then retry the migration of
the data set or class transition.
Source
DFSMShsm