Alex and Steven welcomed their third child, a baby girl called Lourdes, on 1 November.
A spokesperson for the couple said that both mother and daughter were "doing well", adding that they would like to "thank the media for respecting the privacy of their family at this time".
The pair already have two daughters together, Lilly-Ella, seven, and five-year-old Lexie.
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Britain to experience up to 120 days of snow in coldest conditions in years.
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