Prepare and bake cake according to package directions, using a 9x13-inch pan; cool.
In bowl, whisk together milk and pudding mix; let stand to thicken. Stir in pineapple. Spread over cake.
Prepare whipped topping mix according to package directions; set aside.
In a mixing bowl, beat cream cheese, sugar and vanilla until smooth.
Beat in 1 cup whipped topping. Fold in remaining topping. Spread over pudding mixture.
Sprinkle with coconut. Cover and refrigerate 3 hours or overnight.Servings: 4