Jessica Capshaw and Christopher Gavigan welcome baby No. 4

"Grey's Anatomy" star Jessica Capshaw has announced the birth of her fourth child, a girl.

In an Instagram post , the 39-year-old actress says Josephine Kate Gavigan was born on May 2. She writes that she's "endlessly grateful for her safe arrival," adding that her "heart is so full of love that it threatens to burst."

Capshaw now has two girls and two boys with husband Christopher Gavigan.

She is the daughter of actress Kate Capshaw and the stepdaughter of director Steven Spielberg.