(CNN) - Chris Watts, the man who killed his pregnant wife and two children, has been transferred from a Colorado prison to Wisconsin.
Watts pleaded guilty last month in a Colorado court to first-degree murder and other charges in the death of his wife and young daughters. He was sentenced to five life sentences with no possibility of parole.
Authorities said this week he had been transferred outside of Colorado for his own safety. He is now in the Wisconsin Department of Corrections system, according to online records.
His wife, Shanann Watts, and their daughters, Bella, 4, and Celeste, 3, were reported missing August 13. The mother was 15 weeks' pregnant and had been planning a party to reveal the gender of the new baby when they went missing.
Her father has said the baby was a boy whom his daughter would have named Nico Lee.
Chris Watts initially put out a plea for his family's return and denied having anything to do with their disappearance.
Three days later, the body of Shanann Watts was found in a shallow grave. The girls' bodies were discovered in oil tanks at a company where their father had worked.
After those discoveries, Chris Watts changed his story, telling police he had strangled his wife in a fit of rage after seeing her choking their younger daughter, Celeste.
But prosecutors said Watts strangled his wife for at least two minutes, not in an uncontrollable rage. He then suffocated his daughters and drove their bodies to the work site.
Watts, authorities said, was having an affair. The woman, a co-worker, said Watts told her he and his wife were separating.
As law enforcement officials searched the site where the bodies were discovered, prosecutors said Watts was texting his girlfriend about their future.
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