May 25, 2012 10:00 AM

Brooke Boling Photography

She’s here — albeit a little early!

Jenna von Oy and husband Brad Bratcher welcomed daughter Gray Audrey on Monday, May 21 in Nashville, the actress confirms to PEOPLE exclusively.

“Brad and I are, of course, ecstatic she’s here and we are madly in love with her already. It’s truly unimaginable how quickly she wrapped us around her little finger!” von Oy, 35, tells PEOPLE.

We are exhausted, but enjoying every moment of it, as every moment she’s doing something new and memorable.”

Baby girl was born at 4:51 p.m., weighing 7 lbs., 6 oz. and measuring 18 inches long. “I unexpectedly ended up with a c-section three weeks early — will explain all in next month’s blog!” notes von Oy.

Gray arrived not only with “quite the personality,” but with a full head of hair, too.

“She has an incredible amount of hair! So much so, that the hospital nurses washed it, brushed it, and put a bow in it on the first day!” the new mom reveals. “We know kids a year old who don’t have half the amount of hair our daughter had at birth!”

As for the couple’s name choice, von Oy shares that she and Bratcher have “loved ‘Gray’ for a long time. We were just so drawn to it, we knew early on that it was the right one.”

— Anya Leon

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