Sarah Jessica Parker and the rest of the cast of the new “Sex and the City” movie are headed to Morocco to film the sequel to their hit movie. Production hasn’t started yet but the cast is definitely headed to the exotic locale, a production source confirmed to RadarOnline.com . Another source tattled that Penelope Cruz was on the set on this past Monday to shoot her scenes. The actress was wearing a long, black dress and the crew blocked off the entire lobby of The Empire Hotel in New York to film. It is rumored that she will be portraying herself. “She looked beautiful,” the source said. Parker along with Jason Lewis, Kim Cattrall and Chris Noth were also allegedly filming. “Jason and Kim were in a scene with two Abu Dhabi hoteliers.”