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The couple welcomed daughter Gloria Ray on Thursday, April 19 in New York City, her rep confirms to PEOPLE.
The new addition joins daughter Ramona, 5.
“I find it difficult to pretend you’re not pregnant, which I had to do,” Gyllenhaal, 34, said recently. “I didn’t let anyone know until three and a half months this time.”
Next up for the actress is Won’t Back Down, while Sarsgaard, 41, will appear in Lovelace.
— Sarah Michaud