You can use the ROW and COL functions to extract the values, and the NDX2SUB to convert the indices to subscripts. This requires SAS/IML 12.3, but the links show how to define the functions in earlier releases. Here's an example,
proc iml;
corr = {1.0 0.6 0.5 0.4,
0.6 1.0 0.3 0.2,
0.5 0.3 1.0 0.1,
0.4 0.2 0.1 1.0};
r = row(corr);
c = col(corr);
upperTri = loc(r < c); /* upper tri indices in row major order */
val = corr[upperTri]; /* vector contains n*(n-1)/2 upper triangular corr */
subs = ndx2sub(dimension(corr), upperTri);
print subs[c={"Row" "Col"}] val;
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