not really threaded, but its not impossible to mount a filter. i've tried to mount a 86mm filter on the 80-200mm HS metalhood before, didnt screw it on hard but it felt like it would stay if i forcibly screw it (at the expense of scratching the hood of course)
but i decided to throw the whole idea out put a filter between the lens & hood instead with hood permanantly attached coverd with 86mm lens cap.