Credit: Jack Shea/Meet The Famous

It's a hat trick for Jennifer Connelly: the Oscar-winning actress, 40, is now a mom of three!

The Dilemma star and husband Paul Bettany welcomed a baby girl, Agnes Lark Bettany, at their home in New York City on May 31, her rep tells Us Weekly exclusively. Little Agnes was born via scheduled home water birth in a birthing pool, the rep explained.

"Everyone is healthy and doing well," Connelly's rep tells Us. "The family is very excited."

Agnes joins big brothers Kai, 13 (his dad is Connelly's photographer ex David Dugan) and 7-year-old Stellan, Connelly's son with The Tourist star Bettany, 40.

Us first broke the news first back in December that the actress was expecting again.

In January, Connelly opened up on the Late Show with David Letterman about extreme nausea -- and cravings! -- during her third pregnancy.

"The first three months were very sketchy," Connelly admitted. "You know how like you have your cell phone and you have to stand in one spot? It was like that with nausea. I had to stand in one spot, which happened to be in front of my refrigerator, which was open with me dipping pretzels in cream cheese and stuffing them in my mouth."

After meeting on the set of 2001's A Beautiful Mind, Connelly and British actor Bettany, 40, wed in a small, intimate ceremony in Scotland in 2003.