Near where the William and Mary ran on to the rocks.
The lighthouse was finished after the wreck of the William and Mary (according to http://www.abandonedabandoned.com/the-great-isaac-cay-abandoned-lighthouse-and-island/). Great Issac Cay is roughly the south end of the Bermuda Triangle.
The lighthouse is abandoned and supposedly haunted (http://www.atlasobscura.com/places/great-isaac-cay).
Source: daseindesign via Flickr