Bagshawe gave birth to daughter Iris Mary on Wednesday, June 15. The couple announced her birth in the UK newspaper The Times, reported E! online.
Redmayne and Bagshawe confirmed they were expecting at the Golden Globes in January.
The 34-year-old "Danish Girl" actor and the public relations executive tied the knot in December 2014, one month before he took home his first Academy Award for his portrayal of Stephen Hawking in "The Theory of Everything".
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