November 14, 2014 11:00 AM

There’s a miniature supermodel on the way: Coco Rocha is having a girl!

“We just found out Friday,” the mom-to-be told PEOPLE at a Autograph Collection Hotels and Atlantis Paradise Island event in N.Y.C. on Thursday.

Rocha’s daughter will be her first child with her husband, artist James Conran. They announced the pregnancy in October via a unique Instagram video that used technology to capture a pose from 360 degrees — the same system that Rocha used for the digital version of her new book, Study of Pose.

“Now we finally started shopping,” says Rocha, 26. “I had shopped for nothing, it was just one of those things where if you don’t know who, it felt funny. So now I know who you are, I’m so excited.”

MediaPunch/Rex USA

Like many eager and expecting parents, the couple has been going “crazy” with the baby shopping. “We can’t stop!” she shares. “I know sometimes you have to actually stop and work, and so in between, we’re looking at Gilt and Toys ‘R’ Us and Buy Buy Baby.”

The due date will be “in the spring,” but in the meantime, Rocha and Conran are busy thinking up baby names.

“We really thought at one point it was a boy, so we were working on boy names,” reveals Rocha. “So I think we have to perfect our girl names now!”

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— Aurelie Corinthios

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