Parrots are hole nesters. two birds sitting on top of a bed with the caption dad starts betting out some Rock And Roll · Documentaries · Dads. They build their nests in holes in trees, termite mounts, rock cavities, or ground tunnels. The parrot is Zsa Zsa, an 8-year-old Catalina Macaw chosen by Florida Exotic Bird Sanctuary founder and CEO Patricia Norton from some birds.