Where's Rocky?

The parrots pretty much have free access to the lower level of our home when we're there. Usually they choose to stay near us, but occasionally, they'll be in the living room when we're in the kitchen or vice versa.

A few days ago, Thomas and I were cooking dinner. The greys and Beeps flew in. Calypso and Daphne always stay on or in their cages in the living room (due to the size difference, Daphne is allowed out of her cage only when we're there to supervise -- I don't want anyone taking off her beak). Surprisingly, Rocky did not follow Thomas into the kitchen.

When I can't see the parrot, I check in on him or her on a regular basis to make sure that nothing untoward is happening. When I went to check on Rocky, I couldn't find him. Lately, he's been spending a lot of time on the couch, but all I could see was this nicely folded-up blanket:
I asked Thomas if he'd seen Rocky and feared that he'd climbed upstairs. Then, out of the corner of my eye, I sensed a little bit of movement:


When he realized I was there, he had to come out to check things out.
He climbed inside the folds of the blanket and was hanging out in there, motionless. I'm not complaining as he wasn't destroying anything or screaming, but usually he messes up the blanket and works it over to achieve some sort of strange severe macaw nest. He must have been in an orderly mood!