PIC: Maggie Gyllenhaal, Peter Sarsgaard Step Out With Baby Gloria Ray

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Maggie Gyllenhaal and husband actor Peter Sarsgaard walk in the rain with baby Gloria Ray in New York City. May 2, 2012. 

Despite the dreary weather Wednesday, Peter Sarsgaard and Maggie Gyllenhaal were all smiles as they strolled through New York City with their newborn daughter Gloria Ray, 2 weeks.

As Gyllenhaal, 34, shielded her loved ones from the rain with an umbrella, Sarsgaard, 41, held Gloria Ray in a baby carrier.

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Joining older sister Ramona, 5, Gloria Ray was born April 19 in NYC, her rep confirmed to Us Weekly on April 30. Together since 2002, Gyllenhaal and Sarsgaard tied the knot at a small chapel in Brindisi, Italy on May 2, 2009.

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Before becoming a first-time mom in 2006, Gyllenhaal "didn't have a clue" how demanding — and rewarding — it would turn out to be. "There's no way to prepare for the challenges, the immense joys, the surprises, the disappointments and the shocks," she told The Orange County Register in 2010. "Your heart just rips open."

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"It teaches you how to manage the unmanageable, and accept that you can't be a perfect mother all the time," Hysteria star Gyllenhaal added. "If you try, it will bring you to your knees."

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