I have got a large (5GB) hprof dump, created by application when OutOfMemoryError occurred. (Using XX: HeapDumpOnOutOfMemoryError ).
Unfortunately there
MAT can show the threads directly now (perhaps this was added since the question was asked).
Threads Overview
To get an overview of all the threads in the heap dump use the "Thread Overview" button in the toolbar, as shown on the image below. Alternatively one could use the Query Browser > Thread Overview and Stacks query: