Although it was rumored that Alex Rodriguez would not be spending Thanksgiving Day with his ex-wife and children, he managed to squeeze in some time with family before running off to be Madonna’s sex thing.

The new couple spent Thanksgiving evening and night together, and the next day A-Rod attended Madonna’s Miami concert. During the show, the Yankees playboy handed Madge a water bottle from his first row seat.

This weekend the couple traveled to Mexico City where Madonna performed and Alex helped inaugurate a new sports stadium. He also spent two hours teaching children to bat.

If anyone knows wood, it would be him. Heh.

At the event, Rodriguez told the crowd, “It’s a pleasure to talk about baseball, to talk about the importance of keeping children off the streets, out of drugs and out of all the bad things that there are in this life.”