Is there some mechanism to subscribe to unsolicited modem responses?

SDK 2.0.0, nrf9160, modem fw 1.3.2

We are effectively running the GNSS sample and the MQTT sample in separate threads.  We are interested in seeing the modem temperature (via AT%XTEMP=1 command).  This command seems to enable periodic notifications of the form %XTEMP: N,M

Is there a way for one of my threads to register a "callback" that is executed when the %XTEMP string is received from the modem and delivers that %XTEMP: N,M to me?

We saw the nrf_modem_at_cmd_filter_set, but that looks like it is intercepting commands going to the modem rather than processing responses from the modem.

Thank you.

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