The Girlfriend Experience stars Sasha in the lead role of an expensive call-girl. Soderbergh is directing the low-budget feature as part of a six-picture deal with producer Mark Cuban.
The celeb gossip site failed to correctly identify Grey. The paparazzo who grabbed the footage of Sasha on location during a Manhattan street scene remarked: "She's got an Audrey Hepburn thing going on."
Sasha's other mainstream credits include a substantial part in Canadian director Lee Demarbre's indie horror film Smash Cut, which co-stars exploitation film pioneer Herschell Gordon Lewis and Last House on the Left bad guy David Hess. She also appeared this year in Dick Rude's indie film Quit and the German documentary 9 to 5 Days in Porn.
The Girlfriend Experience will be released in 2009 through Magnolia Pictures.