MYFOXNY.COM - "Good dancers tend to gravitate towards each other," joked singer Mark Anthony when asked about his relationship with Police Commissioner Ray Kelly and his family.

Kelly was named the Grand Marshal of the St. Patrick's Day Parade.

Anthony and wife, Jennifer Lopez, joined the Kelly family (including Good Day NY Co-host Greg Kelly) in a celebration on Tuesday night.

The Police Commissioner visited Good Day NY on Wednesay to talk about the honor and about the ongoing terror threats to New York City.

"It's a great honor... it's a very big deal," Commissioner Kelly told hosts Rosanna Scotto and Greg Kelly. "They (Lopez and Anthony) have been terrific supporters of the police department."

"I'm really glad to be here. This is a tremendous honor for him. We're just happy to be here to witness this and share it with him on this great day. This is awesome," said Lopez.

As for any updates on the most recent foiled terror plot involving a Colorado man, Commissioner Kelly said the NYPD is working closely with federal authorities.

Concerns have been raised as of late over an increase in surveillance cameras around New York City. When asked how he would respond to people fearing surveillance information would be misused, Kelly answered: "We have a cutting edge privacy policy.... I encourage people to ready the NYPD policy."

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