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Jose Fernandez's Girlfriend Talks About Their Newborn Daughter and Keeping His Legacy Alive: 'His Absence Just Feels So Heavy'

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When Maria Arias first met Miami Marlins pitcher Jose Fernandez years ago through family, she was not impressed.

“It was definitely not love at first sight — he was a center of attention type guy and I’m not that way,” she jokingly recalls in an exclusive interview with PEOPLE.

But after seeing his softer side when he made a heartfelt toast at a group dinner, the psychology student and the rising athlete became fast friends and eventually fell in love.

“He expressed how much he valued this family, and how grateful he was to feel like a part of it,” she says. “He expressed himself in a more serious way, and I began to see him differently.”

Maria Arias with her baby Penelope
Christy & Co Photography

Fernandez emigrated to the U.S. from Cuba in 2008 after three failed attempts, even serving time in a Cuban prison for treason. On his fourth and final attempt, he saved his mother Maritza from drowning after she had fallen overboard before successfully landing in Mexico in 2007. After attending school in Tampa, Fernandez was drafted to the Miami Marlins in 2011 and made his MLB debut in 2013 at 21 years old. He was named Rookie of the Year that same season.

As the two became friends, they would stay up “talking until five in the morning” after family functions, she says.

The couple soon fell in love, and last June, they found out they were expecting.

“Honestly, I was scared, because it was a relationship that was so recent.  I’m not ignorant to that, and I didn’t want people to judge me,” she says of the news.

Yet Fernandez’s love, devotion and conviction comforted her.

“He knew who I was, and my intentions.  He made me feel so good about the pregnancy, that I didn’t care what I had to face. I never thought it would be to this magnitude, but I felt strong, I felt confident,” she says.

Sadly, Arias’ happiness didn’t last for long.

On the morning of September 25th, Fernández died in a tragic boating accident when his high-speed 32-ft. power-boat struck a rocky jetty off Miami Beach, instantly killing the Cuban-American ballplayer and the two passengers on board —Eduardo Rivero and Emilio Jesus Macias. (The jetty is a notorious threat to sea vessels.  After the accident, Senator Marco Rubio – who paid tribute to Fernandez on the Senate floor – asked the Coast Guard to look into whether the location was a “chronic danger to boaters.”)

Jose Fernandez
Mike Ehrmann/Getty Images

Arias was immediately caught up in funerals, memorials, an official investigation, and persistent media, all while dealing with her pregnancy. “It felt very robotic,” she says of that time. “All I wanted to do was lock myself in our room and be alone.”

Then, after a six-month investigation, the Florida Fish and Wildlife Conservation Commission concluded that Fernandez had been driving the boat at the time of the crash and had traces of cocaine in his system and a blood-alcohol level of .147, nearly twice the legal limit. The other two passengers also had alcohol and cocaine in their systems, according to the Miami-Dade Medical Examiner’s Office report. (Attorneys for the estate have disputed whether the evidence is enough to conclusively place Fernandez behind the wheel).

David Samson, President of the Miami Marlins, tells PEOPLE, “The tragic death of Jose Fernandez has left a hole in all of our hearts that matches the larger than life personality that embodied Jose. The level of emotion that permeated not just Miami, but the entire baseball community, was and is difficult to fathom. He was one of those unique men who is missed both on and off the playing field. His legacy will be the freedom he so cherished in America and giving back to the community.”

It’s hard to imagine that just weeks earlier, Fernandez and Arias had reveled in one of the happiest moments of their lives — finding out they were having a baby girl.

“He loved her from the moment she was conceived,” Arias says of Fernandez, who also picked her name, Penelope, after a Spanish song. “Everyone knew how excited he was to be a dad, he made sure of it.”

Following the accident, Arias tried to focus on the impending birth of her daughter, and on February 24th, Penelope Jo Fernandez came into the world.

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“It was so emotional — I had Maritza holding one leg and my mom holding the other. Everyone was crying,” she recalls.

Arias also found ways to include Fernandez in the birthing process, “I kept a piece of his clothing since he passed that I sleep with every night, and I took it with me.  I had it around my neck the whole time. So, when they put her on top of me it was kind of like both of us being present,” she says.

Penelope, who has her father’s light brown hair and her grandmother’s blue eyes, has brought much joy to her family.

“You have days that you look at her and you feel happiness and gratitude. And then there are other days where you feel afraid and you feel lonely and you feel the weight of his absence again.” Arias says. “He makes such an impact in your life, that his absence just feels so heavy.”

Adds Maritza: “Penelope’s birth will not relieve me from my reminiscing about my son. I think about him every second. He is always in my mind, very much alive. Penelope will be a reflection of what he means to us. To be able to see her grow will make every moment of his childhood come alive. To be able to tell her everything and all the stories about her daddy since he was born it will be a memorable experience I am looking forward to.”

Most importantly, Arias remains devoted to telling Penelope all about her father.

“I will forever talk about him. I will never let his memory die. I will always keep him alive, no matter how much that hurts me. Because she deserves that from me; and from all of us. And so does he,” she says. “He was a beautiful person, we who truly knew him talk about him that way and value him that way, and we’ll continue to do that.”