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This paper describes our early experiences with a pre- production Cray XMT system that implements a scalable shared memory architecture with hardware support for multithreading. Unlike its predecessor, the Cray MTA-2 that had very limited I/O capability, the Cray XMT offers Lustre, a scalable high-performance parallel filesystem. Therefore it enables development of out-of-core applications that can deal with very large data sets that otherwise would not fit in the system main memory. Our application performs statistically-based anomaly detection for categorical data that can be used for analysis of Internet traffic data. Experimental results indicate that the preproduction version of the machine is able to achieve good performance and scalability for the in- and out-of-core versions of the application.