that's what jenn says

"According to the FDA, this red food coloring (also known as cochineal extract) is made from dried, ground bugs. The Dactylopius coccus costa insect is native to Peru and the Canary Islands, where it feeds on red berries. The berries accumulate in the females' stomachs and in their unhatched larvae - which is what gives the extract its red coloring."  - MSN