Caribbean rum with natural coconut flavors. Rum produced by Captain Morgan Rum Co. 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. 45% alcohol by volume (90 proof). Rum produced in the Caribbean bottled by Captain Morgan Rum Co., Norwalk, CT.