Perhaps you could add coconut to your favorite white cake, and here is a filling you might like....(great way to use up the egg yolks, too)... 
Pineapple-Coconut Filling: 3 cups
o 1 ½ cup crushed pineapple and remaining juice
o ¾ cup sugar
o 1/3 cup lightly beaten egg yolk (3-5 yolks)
o Dash salt
o 1 T cornstarch
o ½ T Gelatin (1/2 package)
o 2 T cold water
o 1 cup coconut, toasted (toast gently in non-stick pan for 3-4 minutes)
o Sprinkle gelatin over cold water
o Bring remaining ingredients to low boil while stirring, boil gently for 2 minutes, then cool slightly
o Blend in gelatin and coconut.
This is similar to another request on another thread, so I'm cross referencing them since the responses could benefit both OP's.
http://forum.cakecentral.com/cake-decorating-ftopict-594034-.html
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