Maya Rudolph, Paul Thomas Anderson Welcome Son
07/19/2011 AT 03:25 PM EDT
The Bridesmaids star, 38, and director Paul Thomas Anderson welcomed their third child, son Jack, on July 3, her rep tells PEOPLE.
Jack – who is home and doing great – joins big sisters Pearl, 5½, and Lucille, 20 months.
While pregnant, Rudolph said she was especially excited to discover the sex of the baby, which she and Anderson chose not to find out prior to the delivery.
"The exciting part is not knowing who's coming," she explained. "You have to wait nine months for a surprise, but then it's a good payoff because it really is a surprise."
Rudolph next appears in Up All Night, premiering this fall on NBC.
Reporting by BLAINE ZUCKERMAN