Alex Rodriguez and Cameron Diaz have their very own hot-stove league!

The Yankee slugger and the sexy actress were all over Cabo San Lucas, Mexico, over the weekend, enjoying the fun and sun with A-Rod's two little daughters.

The on-again, off-again -- now back on-again -- couple looked cozier than ever.

Click for pics of their Mexican vacation.

Diaz looked particularly comfortable cradling her boyfriend's daughter Natasha, 6.

The little girl and her sister, Ella, 2, are Rodriguez's daughters with ex-wife Cynthia Scurtis, who divorced the Bronx Bomber in 2008.

The 35-year-old Yankee third baseman dated "Almost Famous" actress Kate Hudson through much of the Bombers' 2009 run to a world title.

Many Yankee fans credited Hudson's calming influence on A-Rod for his uncharacteristically clutch postseason performance during the 2009 playoffs.

After breaking up with Hudson, A-Rod began dating Diaz in the middle of this year's campaign.

By all accounts, A-Rod and Diaz had broken it off shortly after the Yankees' season ended.

But the split apparently didn't take -- not unusual, according to one pal of the couple's.

"They break up and get back together all the time," the source told Us magazine.

Rodriguez -- also known as Stray-Rod for his wandering romantic eye -- has been doing his best recently to be true to Diaz.

"He has actually been trying to be on good behavior," a source close to A-Rod recently told E

Go to NYPost.com for the full report.