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The baby girl, whose name wasn't released, was born on Jan. 14 in Los Angeles, CBS said.
Belknap, 34, plays Detective Lindsay Monroe on the series.
Siegel appeared in the 2003 film I Love Your Work with Christina Ricci and formerly developed films with producer Jon Peters.
JOSH & FERGIE: ROCKED BY SCANDAL
Did he cheat with a stripper?
Married less than a year, the couple denies an Atlanta woman’s claims that she and Josh had a fling
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