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Eric Christian Olsen and Sarah Wright Olsen Welcome Daughter Winter Story: 'Newborn Bliss'

Party of five!

NCIS: Los Angeles star Eric Christian Olsen and wife Sarah Wright Olsen welcomed their third child together, a baby girl, on Tuesday, Sept. 15, in Los Angeles, they confirm to PEOPLE exclusively.

Daughter Winter Story Olsen was born weighing 10 lbs., 4 oz., and measured 21 inches long.

"As we collectively navigate the chaos and existential crisis that is 2020, we anchor ourselves with the things that matter most. Family, friends and human connection," the couple tell PEOPLE exclusively. "Winter Story Olsen came to us Sept 15. She's 10 lbs., 4 oz., of newborn bliss."

Continue the actor and co-founder of Baeo, the organic plant-based skin care line for families, "Mama and baby are doing great, home safe surrounded by a cuddle puddle of kids and giant dogs. Life is equal parts spectacular and fleeting; Love fearlessly."

The couple are also parents to daughter Esmé Olivia, 4, and son Wyatt Oliver, 7.

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When the couple, who tied the knot in 2012, first revealed their exciting pregnancy news in May, they also shared that they had suffered a miscarriage late last year.

"Grateful for our rainbow baby growing, kicking and filling our days with light," the former Parks and Recreation actress, 36, wrote alongside a photo of herself wearing a sheer white dress while showing off her bump.

Related: NCIS: LA Kensi and Deeks will finally marry this season (2018)

Reflecting on her previous loss in a pair of vlogs and accompanying blog post, Sarah explained that things took a sad turn when her medical team wasn't able to find a heartbeat at the eight-week appointment.

"It's a big disappointment, and then also it's just really something that's not in your control, so it just felt sad," she said. "And I felt a little bit lonely and [empty]."

RELATED: Pregnant Sarah Wright Olsen Opens Up About Being 'Blindsided' by Previous Miscarriage

She went on to share that she and her husband used Wyatt's love of architecture to help explain to him what had happened.

"My husband said, 'You know, it's like when an architect is creating a building. You start with a foundation — and you need a really good, really solid foundation. And then you start putting the pieces of the building together,' " she said. "We talked about how the foundation wasn't a good foundation, and so we just have to start over again, and the next time that we try will be the rainbow baby."

"We just talked about what a rainbow baby is and that we would have a brother or sister for them one day, but that it wasn't gonna be now and that we couldn't wait to tell them when that would happen again," Sarah added.

Eric, who recently produced WOKE, now available on Hulu, is currently shooting season 12 of NCIS: L.A., while Sarah is writing her second book, Zen Mamas: Finding Your Path Through Pregnancy, Birth and Beyond.