sorting in Correlation matrix

Hello i want to ask, if it´s possible to implement some kind of sorting mechanism into Portfolio Correlation matrix on already existing portfolio. For example exporting into .xlsx file, in which i will be able to sort correlation trough filtering build inside of Excel. Or some filter inside of Retester/Optimizer in which i can choose for example "check strategies with correlation bigger than 0,40" and after that i can decide, if i want to delete them or do something else. 
I have now 3000 strategies on XAUD and sorting them takes ages, i must check them one by one and compare them manually. Thanks