The couple, already parents to 3-year-old Romy, reportedly celebrated the arrival of baby Cosima "within the last month."
The two announced the pregnancy news in December.
The couple are balancing parenting duties with their latest projects – Sofia's "Somewhere," which she wrote, directed and produced, is due in December, and will feature new music from Thomas and his band, Phoenix.
The "1901" rockers are spending July touring Europe before returning to the U.S. for select summer dates at Lollapalooza, the Hollywood Bowl and more.
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