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John Mayer leaving a Krav Maga session on West 22nd Street ... Sarah Jessica Parker and Caroline Kennedy making a promotional appearance at the Barnes & Nobles in Tribeca ... Alex Rodriguez having lunch outside at Bar Pitti ... Katie Holmes signing autographs outside the Schoenfeld Theatre ... Madonna and son David walking into the Kabbalah Center ... Sandra Bernhard leaving the center with her daughter hours later ... Kate Walsh and Barry Sonnenfeld outside the Letterman show ... Britney Spears heading inside Soho House ... and Jay-Z standing on the sidewalk in the West Village.