Rudolph and director Paul Thomas Anderson, 40, are already parents to daughters Pearl, 5, and Lucille, 1. The Saturday Night Live alum proudly showed off her growing baby bump at the Milk and Bookies Second Annual Story Time Celebration in L.A. Sunday.
"I've done SNL very pregnant. I think I had my first daughter nine days after I was on SNL, which is kind of crazy, because I had her in California, so I had to fly back," she told The Examiner. "Nothing's really stopped me so far, I've got to say. But [motherhood] is a nice out if you want to go somewhere. It's great."