Cameron Diaz & A-Rod Not So Broken Up at MTV After Party

06/06/2011 at 10:00 AM EDT

Cameron Diaz & A-Rod Not So Broken Up at MTV After Party
Cameron Diaz and Alex Rodriguez
Kadena Pix/Bauer-Griffin
Are Cameron Diaz and Alex Rodriguez going to extra innings?

The pair, who reportedly broke up a few days ago, still seem to be gravitating toward each other when it comes to their nights out.

The actress, 38, and the New York Yankees slugger, 35, seemed quite the couple at the MTV Movie Awards afterparty, sponsored by Yoostar, at Soho House in West Hollywood Sunday night. "They left early holding hands. She was all smiles with him," a source tells PEOPLE.

This follows another night out on Thursday at a bar in Los Angeles called Goal, where they watched Game 2 of the NBA finals.

Rodriguez's Yankees have been on a West Coast swing, including a series this weekend against the L.A. Angels.

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