At a Loss With Weight Gain

I went to my doctor yesterday, and she said that I have gained about 20 pounds in the 26 weeks that I have been pregnant. She made it seem like it was a really big deal. I did start my pregnancy borderline underweight. I thought that the healthy weight gain range was 25 to 35 pounds. So in reality, I would be on track to gain on the higher side. But still within the normal range. I don’t understand how I’m gaining so much weight. I am a vegetarian, I exercise for at least an 30-45 mins a day, I also eat mostly healthy breakfast, lunch, dinner and snacks. I just don’t understand where the weight is coming from. Here is what I had yesterday:

Breakfast:

Oatmeal

Toast w/jelly

Milk or OJ

Lunch:

PB&J;

Milk

Yogurt

Dinner:

Fettuccine Alfredo

Broccoli

Milk

2 chips ahoy cookies

What am I doing wrong?? 😭