Cocoa.h includes the following umbrella headers:
#import <Foundation/Foundation.h>
#import <AppKit/AppKit.h>
#import <CoreData/CoreData.h>
Digging deeper, CoreData.h includes
#import <Foundation/Foundation.h>
#import <CoreData/CoreDataDefines.h>
#import <CoreData/CoreDataErrors.h>
#import <CoreData/NSAttributeDescription.h>
#import <CoreData/NSEntityDescription.h>
#import <CoreData/NSFetchedPropertyDescription.h>
#import <CoreData/NSPropertyDescription.h>
#import <CoreData/NSRelationshipDescription.h>
#import <CoreData/NSFetchRequest.h>
#import <CoreData/NSFetchRequestExpression.h>
#import <CoreData/NSManagedObjectModel.h>
#import <CoreData/NSManagedObject.h>
#import <CoreData/NSManagedObjectID.h>
#import <CoreData/NSManagedObjectContext.h>
#import <CoreData/NSPersistentStoreCoordinator.h>
#import <CoreData/NSPersistentStore.h>
#import <CoreData/NSAtomicStore.h>
#import <CoreData/NSAtomicStoreCacheNode.h>
#import <CoreData/NSEntityMigrationPolicy.h>
#import <CoreData/NSMappingModel.h>
#import <CoreData/NSEntityMapping.h>
#import <CoreData/NSPropertyMapping.h>
#import <CoreData/NSMigrationManager.h>
AppKit.h includes
#import <Foundation/Foundation.h>
#import <AppKit/AppKitDefines.h>
#import <AppKit/AppKitErrors.h>
#import <AppKit/NSGraphicsContext.h>
#import <AppKit/NSAccessibility.h>
#import <AppKit/NSActionCell.h>
#import <AppKit/NSAlert.h>
#import <AppKit/NSAnimationContext.h>
#import <AppKit/NSAppleScriptExtensions.h>
#import <AppKit/NSApplication.h>
#import <AppKit/NSBox.h>
#import <AppKit/NSButton.h>
#import <AppKit/NSButtonCell.h>
#import <AppKit/NSCell.h>
#import <AppKit/NSClipView.h>
#import <AppKit/NSControl.h>
#import <AppKit/NSDockTile.h>
#import <AppKit/NSFont.h>
#import <AppKit/NSFontDescriptor.h>
#import <AppKit/NSFontManager.h>
#import <AppKit/NSFontPanel.h>
#import <AppKit/NSForm.h>
#import <AppKit/NSFormCell.h>
#import <AppKit/NSMatrix.h>
#import <AppKit/NSMenu.h>
#import <AppKit/NSMenuItem.h>
#import <AppKit/NSColor.h>
#import <AppKit/NSColorSpace.h>
#import <AppKit/NSBitmapImageRep.h>
#import <AppKit/NSBrowser.h>
#import <AppKit/NSBrowserCell.h>
#import <AppKit/NSCachedImageRep.h>
#import <AppKit/NSCIImageRep.h>
#import <AppKit/NSColorList.h>
#import <AppKit/NSColorPanel.h>
#import <AppKit/NSColorPicking.h>
#import <AppKit/NSColorPicker.h>
#import <AppKit/NSColorWell.h>
#import <AppKit/NSCursor.h>
#import <AppKit/NSCustomImageRep.h>
#import <AppKit/NSDocument.h>
#import <AppKit/NSDocumentController.h>
#import <AppKit/NSDragging.h>
#import <AppKit/NSEPSImageRep.h>
#import <AppKit/NSErrors.h>
#import <AppKit/NSEvent.h>
#import <AppKit/NSFileWrapper.h>
#import <AppKit/NSHelpManager.h>
#import <AppKit/NSGradient.h>
#import <AppKit/NSGraphics.h>
#import <AppKit/NSImage.h>
#import <AppKit/NSImageCell.h>
#import <AppKit/NSImageRep.h>
#import <AppKit/NSImageView.h>
#import <AppKit/NSNib.h>
#import <AppKit/NSNibLoading.h>
#import <AppKit/NSPrinter.h>
#import <AppKit/NSSpeechRecognizer.h>
#import <AppKit/NSSpeechSynthesizer.h>
#import <AppKit/NSSpellChecker.h>
#import <AppKit/NSSplitView.h>
#import <AppKit/NSOpenPanel.h>
#import <AppKit/NSPageLayout.h>
#import <AppKit/NSPanel.h>
#import <AppKit/NSPasteboard.h>
#import <AppKit/NSPopUpButton.h>
#import <AppKit/NSPrintInfo.h>
#import <AppKit/NSPrintOperation.h>
#import <AppKit/NSPrintPanel.h>
#import <AppKit/NSResponder.h>
#import <AppKit/NSSavePanel.h>
#import <AppKit/NSScreen.h>
#import <AppKit/NSScrollView.h>
#import <AppKit/NSScroller.h>
#import <AppKit/NSSegmentedControl.h>
#import <AppKit/NSSegmentedCell.h>
#import <AppKit/NSSlider.h>
#import <AppKit/NSSliderCell.h>
#import <AppKit/NSSpellProtocol.h>
#import <AppKit/NSText.h>
#import <AppKit/NSTextField.h>
#import <AppKit/NSTextFieldCell.h>
#import <AppKit/NSText.h>
#import <AppKit/NSTokenField.h>
#import <AppKit/NSTokenFieldCell.h>
#import <AppKit/NSTrackingArea.h>
#import <AppKit/NSView.h>
#import <AppKit/NSViewController.h>
#import <AppKit/NSWindow.h>
#import <AppKit/NSWindowController.h>
#import <AppKit/NSWorkspace.h>
#import <AppKit/NSComboBox.h>
#import <AppKit/NSComboBoxCell.h>
#import <AppKit/NSTableColumn.h>
#import <AppKit/NSTableHeaderCell.h>
#import <AppKit/NSTableHeaderView.h>
#import <AppKit/NSTableView.h>
#import <AppKit/NSOutlineView.h>
#import <AppKit/NSAttributedString.h>
#import <AppKit/NSLayoutManager.h>
#import <AppKit/NSParagraphStyle.h>
#import <AppKit/NSTextStorage.h>
#import <AppKit/NSTextView.h>
#import <AppKit/NSTextContainer.h>
#import <AppKit/NSTextAttachment.h>
#import <AppKit/NSInputManager.h>
#import <AppKit/NSInputServer.h>
#import <AppKit/NSStringDrawing.h>
#import <AppKit/NSRulerMarker.h>
#import <AppKit/NSRulerView.h>
#import <AppKit/NSSecureTextField.h>
#import <AppKit/NSInterfaceStyle.h>
#import <AppKit/NSNibDeclarations.h>
#import <AppKit/NSProgressIndicator.h>
#import <AppKit/NSTabView.h>
#import <AppKit/NSTabViewItem.h>
#import <AppKit/NSMenuView.h>
#import <AppKit/NSMenuItemCell.h>
#import <AppKit/NSPopUpButtonCell.h>
#import <AppKit/NSAffineTransform.h>
#import <AppKit/NSBezierPath.h>
#import <AppKit/NSPICTImageRep.h>
#import <AppKit/NSStatusBar.h>
#import <AppKit/NSStatusItem.h>
#import <AppKit/NSSound.h>
#import <AppKit/NSMovie.h>
#import <AppKit/NSMovieView.h>
#import <AppKit/NSPDFImageRep.h>
#import <AppKit/NSQuickDrawView.h>
#import <AppKit/NSDrawer.h>
#import <AppKit/NSOpenGL.h>
#import <AppKit/NSOpenGLView.h>
#import <AppKit/NSApplicationScripting.h>
#import <AppKit/NSDocumentScripting.h>
#import <AppKit/NSTextStorageScripting.h>
#import <AppKit/NSToolbar.h>
#import <AppKit/NSToolbarItem.h>
#import <AppKit/NSToolbarItemGroup.h>
#import <AppKit/NSWindowScripting.h>
#import <AppKit/NSStepper.h>
#import <AppKit/NSStepperCell.h>
#import <AppKit/NSGlyphInfo.h>
#import <AppKit/NSShadow.h>
#import <AppKit/NSATSTypesetter.h>
#import <AppKit/NSGlyphGenerator.h>
#import <AppKit/NSSearchField.h>
#import <AppKit/NSSearchFieldCell.h>
#import <AppKit/NSController.h>
#import <AppKit/NSObjectController.h>
#import <AppKit/NSArrayController.h>
#import <AppKit/NSDictionaryController.h>
#import <AppKit/NSTreeNode.h>
#import <AppKit/NSTreeController.h>
#import <AppKit/NSUserDefaultsController.h>
#import <AppKit/NSKeyValueBinding.h>
#import <AppKit/NSTextList.h>
#import <AppKit/NSTextTable.h>
#import <AppKit/NSDatePickerCell.h>
#import <AppKit/NSDatePicker.h>
#import <AppKit/NSLevelIndicatorCell.h>
#import <AppKit/NSLevelIndicator.h>
#import <AppKit/NSAnimation.h>
#import <AppKit/NSPersistentDocument.h>
#import <AppKit/NSRuleEditor.h>
#import <AppKit/NSPredicateEditor.h>
#import <AppKit/NSPredicateEditorRowTemplate.h>
#import <AppKit/NSPathCell.h>
#import <AppKit/NSPathControl.h>
#import <AppKit/NSPathComponentCell.h>
#import <AppKit/NSCollectionView.h>
#import <AppKit/NSTextInputClient.h>
and Foundation.h includes
#include<CoreFoundation/CoreFoundation.h>
#import <AvailabilityMacros.h>
#import <objc/objc.h>
#import <objc/objc-auto.h>
#import <Foundation/NSObjCRuntime.h>
#import <Foundation/NSAffineTransform.h>
#import <Foundation/NSArchiver.h>
#import <Foundation/NSArray.h>
#import <Foundation/NSAttributedString.h>
#import <Foundation/NSAutoreleasePool.h>
#import <Foundation/NSBundle.h>
#import <Foundation/NSByteOrder.h>
#import <Foundation/NSCalendar.h>
#import <Foundation/NSCalendarDate.h>
#import <Foundation/NSCharacterSet.h>
#import <Foundation/NSClassDescription.h>
#import <Foundation/NSCoder.h>
#import <Foundation/NSConnection.h>
#import <Foundation/NSData.h>
#import <Foundation/NSDate.h>
#import <Foundation/NSDateFormatter.h>
#import <Foundation/NSDecimal.h>
#import <Foundation/NSDecimalNumber.h>
#import <Foundation/NSDictionary.h>
#import <Foundation/NSDistantObject.h>
#import <Foundation/NSDistributedLock.h>
#import <Foundation/NSDistributedNotificationCenter.h>
#import <Foundation/NSEnumerator.h>
#import <Foundation/NSError.h>
#import <Foundation/NSException.h>
#import <Foundation/NSFileHandle.h>
#import <Foundation/NSFileManager.h>
#import <Foundation/NSFormatter.h>
#import <Foundation/NSGarbageCollector.h>
#import <Foundation/NSGeometry.h>
#import <Foundation/NSHashTable.h>
#import <Foundation/NSHFSFileTypes.h>
#import <Foundation/NSHost.h>
#import <Foundation/NSIndexPath.h>
#import <Foundation/NSIndexSet.h>
#import <Foundation/NSInvocation.h>
#import <Foundation/NSKeyValueCoding.h>
#import <Foundation/NSKeyValueObserving.h>
#import <Foundation/NSKeyedArchiver.h>
#import <Foundation/NSLocale.h>
#import <Foundation/NSLock.h>
#import <Foundation/NSMapTable.h>
#import <Foundation/NSMetadata.h>
#import <Foundation/NSMethodSignature.h>
#import <Foundation/NSNetServices.h>
#import <Foundation/NSNotification.h>
#import <Foundation/NSNotificationQueue.h>
#import <Foundation/NSNull.h>
#import <Foundation/NSNumberFormatter.h>
#import <Foundation/NSObject.h>
#import <Foundation/NSOperation.h>
#import <Foundation/NSPathUtilities.h>
#import <Foundation/NSPointerArray.h>
#import <Foundation/NSPointerFunctions.h>
#import <Foundation/NSPort.h>
#import <Foundation/NSPortCoder.h>
#import <Foundation/NSPortMessage.h>
#import <Foundation/NSPortNameServer.h>
#import <Foundation/NSProcessInfo.h>
#import <Foundation/NSPropertyList.h>
#import <Foundation/NSProtocolChecker.h>
#import <Foundation/NSProxy.h>
#import <Foundation/NSRange.h>
#import <Foundation/NSRunLoop.h>
#import <Foundation/NSScanner.h>
#import <Foundation/NSSet.h>
#import <Foundation/NSSortDescriptor.h>
#import <Foundation/NSSpellServer.h>
#import <Foundation/NSStream.h>
#import <Foundation/NSString.h>
#import <Foundation/NSTask.h>
#import <Foundation/NSThread.h>
#import <Foundation/NSTimeZone.h>
#import <Foundation/NSTimer.h>
#import <Foundation/NSUndoManager.h>
#import <Foundation/NSURL.h>
#import <Foundation/NSURLHandle.h>
#import <Foundation/NSUserDefaults.h>
#import <Foundation/NSValue.h>
#import <Foundation/NSValueTransformer.h>
#import <Foundation/NSXMLDTD.h>
#import <Foundation/NSXMLDTDNode.h>
#import <Foundation/NSXMLDocument.h>
#import <Foundation/NSXMLElement.h>
#import <Foundation/NSXMLNode.h>
#import <Foundation/NSXMLNodeOptions.h>
#import <Foundation/NSXMLParser.h>
#import <Foundation/NSZone.h>
#import <Foundation/NSExpression.h>
#import <Foundation/NSPredicate.h>
#import <Foundation/NSComparisonPredicate.h>
#import <Foundation/NSCompoundPredicate.h>
#import <Foundation/NSAppleEventDescriptor.h>
#import <Foundation/NSAppleEventManager.h>
#import <Foundation/NSAppleScript.h>
#import <Foundation/NSObjectScripting.h>
#import <Foundation/NSScriptClassDescription.h>
#import <Foundation/NSScriptCoercionHandler.h>
#import <Foundation/NSScriptCommand.h>
#import <Foundation/NSScriptCommandDescription.h>
#import <Foundation/NSScriptExecutionContext.h>
#import <Foundation/NSScriptKeyValueCoding.h>
#import <Foundation/NSScriptObjectSpecifiers.h>
#import <Foundation/NSScriptStandardSuiteCommands.h>
#import <Foundation/NSScriptSuiteRegistry.h>
#import <Foundation/NSScriptWhoseTests.h>
#import <Foundation/NSURLAuthenticationChallenge.h>
#import <Foundation/NSURLCredential.h>
#import <Foundation/NSURLCredentialStorage.h>
#import <Foundation/NSURLProtectionSpace.h>
#import <Foundation/NSURLCache.h>
#import <Foundation/NSURLConnection.h>
#import <Foundation/NSURLProtocol.h>
#import <Foundation/NSURLRequest.h>
#import <Foundation/NSURLResponse.h>
#import <Foundation/NSHTTPCookie.h>
#import <Foundation/NSHTTPCookieStorage.h>
#import <Foundation/NSURLDownload.h>
#import <Foundation/NSURLError.h>
#import <Foundation/FoundationErrors.h>
#if MAC_OS_X_VERSION_MAX_ALLOWED < MAC_OS_X_VERSION_10_5
#import <Foundation/NSJavaSetup.h>
#endif
You can look in /System/Library/Frameworks to see for yourself.
