Jennings' fourth-inning two-run double highlighted Tampa Bay's output against Yankees starter Adam Warren, who permitted five runs (one earned) and six hits in 3 2/3 innings.
Matt Joyce also had an RBI single against Warren, who walked two and struck out two. Ben Zobrist connected for a fourth-inning RBI single off the Yankees' Vidal Nuno, who is fighting to make the club as a second left-handed reliever.
Hellickson hurled seven innings of four-run ball in his third start and fifth appearance of the spring. Hellickson scattered eight hits, walking two and striking out one.
Kevin Youkilis hit his fourth home run of the spring, turning on a hanging Hellickson changeup in the first inning and blasting it over the left-field wall to drive home New York's first two runs.
The Yankees added a run in the third inning as Eduardo Nunez, who will likely be the Yankees' Opening Day shortstop while Derek Jeter recovers from left ankle surgery, tripled into the right-field corner to drive home Brett Gardner.
Yankees closer Mariano Rivera pitched a scoreless sixth inning around two hits in his fifth appearance of the spring, striking out one. Rivera had allowed one hit and one walk with six strikeouts over his first four innings of Grapefruit League work.
Yankees designated hitter Travis Hafner belted his second homer of the spring in the sixth off Hellickson.
Up next: Matt Moore will start Monday night when the Rays host the Pirates in a 7:05 p.m. ET contest at Charlotte Sports Park. Also scheduled to see action are Brandon Gomes and Joel Peralta. Kyle McPherson is scheduled to start for the Pirates.
Bryan Hoch is a reporter forMLB.com. Follow him on Twitter @bryanhoch and read his MLBlog, Bombers Beat. This story was not subject to the approval of Major League Baseball or its clubs.