Zenyatta, the 2010 Horse of the Year who developed a strong national following of racing fans, delivered her third foal and her first filly just after midnight at Lane's End Farm in Kentucky early Sunday.
The filly by War Front is her third baby.
A 2-year-old colt named Cozmic One by Bernardini is in training in Florida. A Tapit yearling was recently named Ziconic by owners Jerry and Ann Moss.
Zenyatta won 19 of her 20 races.