Ron Asadorian/Splash News Online
07/11/2008 at 11:00 AM EDT
For the first time since his split from wife Cynthia
, Yankee slugger Alex Rodriguez spent time with his daughters.
In Toronto for the Yankees' three-game series against the Blue Jays, Rodriguez, 32, met up with Natasha, 3, on Friday, sources tell PEOPLE.
While A-Rod took Natasha shopping, a nanny stayed with her baby sister, 11-week-old Ella. Their mother, the ballplayer's estranged wife Cynthia Rodriguez, 35, is also in Toronto, but is keeping a low profile, says a source.
In an interview with the New York Post's Cindy Adams
earlier this week, Cynthia said Natasha was asking for her father, saying "I miss my daddy."
Cynthia's divorce lawyer Earle Lilly also told the Post
, "The parties are working out appropriate arrangements for the children. At this point, there are no child issues that the parties have not amicably worked out, or are working out."
Cynthia Rodriguez filed for divorce July 7
, citing Alex's "extramarital affairs and other marital misconduct." At the time, Lilly told PEOPLE that Cynthia believes that Alex had an "affair of the heart
" with Madonna – which the singer vehemently denied
Alan Kluger, A-Rod's attorney, tells PEOPLE the Yankee star will respond to the divorce filing by July 27. "Cynthia and Alex are going through difficult times," Kluger says. "He is not litigating this in the media. All will be done in the best interest of their daughters."
Reporting by LINDA MARX