 McCoy's great-grandmother "took off the shackle of Christianity, so to speak, and took on the religion of Israel,” McCoy said.“All she had to guide her was the Bible, so my great-grandmother developed an appreciation for the ethics and morality found in the stories of the people of Israel, and her songs were the songs of David.” The family moved to Brownsville, Brooklyn and McCoy's grandmother converted to Judaism when she married.Her father converted to Orthodox Judaism in his early 20s.