It was a family affair on the set of Very Good Girls in NYC yesterday, as Peter Sarsgaard continued to film his new movie with Dakota Fanning and Elizabeth Olsen.

OK! NEWS: MAGGIE GYLLENHAAL AND PETER SARSGAARD WELCOME THEIR SECOND DAUGHTER

Peter's wife, Maggie Gyllenhaal, spend the day watching them film, along with their two daughters, Ramona, 5, and Gloria, 3 months. But that is not the only family connection for Maggie: Her mom, Naomi Foner, is directing the film.

OK! GALLERY: AMANDA SEYFRIED FILMS LOVELACE WITH PETER SARSGAARD

Maggie is looking fabulous — after just giving birth to Gloria in April — in her casual jeans, while Ramona was adorable in her little striped dress.