There are some of us who think so, but probably only with a very liberal usage of the term "gravity". Per usual AdS/CFT lore, any CFT/QFT with a stress tensor will correspond to something with a fluctuating metric in the bulk. However, there may be many more massless fields in the bulk, for example, an infinite tower in the case of proposed duals for the ordinary O(n) model. The gravity theory may also be extremely far from its semiclassical regime. For example, the \mathcal{N} = 4 theory at very small coupling and with few colors is probably still dual to a string theory, but I think it would be very hard to talk meaningfully about an emergent dimension in any semiclassical sense.
So all the various inclusions you might ask about are unknown. We don't know if all holographic dualities complete to string theory on the gravity side. We don't know if all QFTs are holographic. We don't know if gravity can be included on the QFT side of holographic setup.
However, there is reason to be hopeful that the statement is very general. Even something as simple as the matrix harmonic oscillator is holographic with a (strange) string theory dual!