Alex Rodriguez admits he has earned major dad points with his daughters Natasha, 12, and Ella, 9–not for starring on ABC’s Shark Tank or his star turn in the MLB —but for his superstar girlfriend Jennifer Lopez.

When the former Yankee visited Jimmy Kimmel Live!, the late-night host asked: “When your friends found out you were dating Jennifer Lopez, who was most excited amongst your friends?”

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A-Rod revealed that his daughters were the most enthusiastic about the new woman in his life: “My daughters think their dad is a hero now,” he told the late-night host. “They think they went to heaven. Now, they’re hanging out with Jennifer backstage. They’re dancing and singing with her.”

Last month, the Fox Sports anchor gushed about his daughters’ love for the singer: “There is not a better role model than Jennifer,” he said, “My daughters, they look up to [her], being a Latina woman in this country, doing the things she has done and the way she pays it forward. If it doesn’t help socially, she is not interested. I can’t even keep up with her jobs. She’s Superwoman, and my daughters, the way they look at her, she has been great..for them.”

The lovebirds have frequently bonded with one another’s children, blending their families together for holiday weekends like Easter and birthdays. For the Shades of Blue star’s birthday this year, she shared a photo of Rodriguez cuddling with his daughters and her twins, Max and Emme, 9. Rodriguez recently posted a video of Ella singing alongside Lopez. “Coach JL,” he captioned the photo.