Pour the cream of coconut, coconut milk, sweetened condensed milk, evaporated milk, spices, vanilla, and egg yolks (if using) into the blender. Blend on high for 2 minutes.

Depending on your like of alcohol, start with ½ cup each of Brugal and Bacardi, blend for about 30 seconds, and taste. If desired, add another ½ cup of Bacardi or Brugal and blend again.

Pour the coquito into a bottle with a lid, add a couple of sticks of cinnamon, and let chill in the fridge for at least 4 hours to overnight or up to three days before serving.

Serve cold in a glass with a cinnamon stick or sprinkled with ground nutmeg and anise seed on top.