Alex Rodríguez and Cameron Díaz shared a romantic weekend in Los Angeles, despite recent reports that the pair had split, the New York Post reported Tuesday.

The Yankee slugger and actress looked cozy at Soho House on Sunday night during the MTV Movie Awards afterparty.

They were also spotted having lunch and holding hands at the same West Hollywood venue on Thursday.

A source told the Post, "Alex has been staying with Cameron while the Yankees were in Anaheim."

Also at the bash were Jennifer Aniston with new love interest Justin Theroux, and "Twilight" star Robert Pattinson with his co-star and girlfriend Kristen Stewart, who "couldn't keep their hands off each other," a spy said.

Earlier Sunday, Díaz stopped by the Young Hollywood Studios in Beverly Hills with her ex Justin Timberlake to promote their movie, "Bad Teacher."

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