Write $y:\mathcal{C}\to[\mathcal{C}^{\text{op}},\mathbf{Set}]$ for the Yoneda embedding on a small category $\mathcal{C}$.
If there is a category $\mathcal{D}$ and functors $G:\mathcal{C}\to\mathcal{D}$ and $F:\mathcal{D}\to[\mathcal{C}^{\text{op}},\mathbf{Set}]$ such that $y=F\circ G$, is it necessary that $\mathcal{D}$ becomes a subcategory of $[\mathcal{C}^{\text{op}},\mathbf{Set}]$?