Caribbean rum with natural coconut flavors. Parrot Bay Coconut is a legendary blend of Caribbean rich white rum and the luscious, succulent flavors of exotic tropical fruit. A blend so delicious, it can't help but bring out the party in your night. www.captainmorgan.com. www.DrinkiQ.com. 45% alcohol by volume (90 proof). Rum produced by Captain Morgan Rum Co. Rum produced in the Caribbean. Bottled by Captain Morgan Rum Co., Norwalk, CT.