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Former Daily Show correspondent Rob Corddry and his wife Sandra have welcomed their second daughter, they tell PEOPLE exclusively. Marlo Stevenson Corddry arrived at 2:55 a.m. this morning, Wednesday November 12th, and joins big sister Sloane Sullivan, 2. "Mother and daughter are doing well," says a rep.

The couple announced the pregnancy and sex of the baby in September, with Rob, 37, joking that, "Sloane is pretty set on the name ‘Freeka.’

Rob and Sandra were married in 2002.

Source: PEOPLE