John David Battaglia, a father who shot and killed his two children, has been executed — but not without taunting his ex-wife who, nearly 16 years ago, had listened helplessly on the phone while he murdered their daughters.

“Well, hi, Mary Jean,” he said to her Thursday night as she watched his execution in Huntsville, Tex. “I’ll see y’all later. Bye. Go ahead, please.”

He looked at the chaplain moments after the lethal injection was administered, according to the Dallas Morning News’s chilling account of the last minutes of Battaglia’s life.

“Am I still alive?” he asked, smiling.

And then he sighed.

“Oh, here, I feel it,” he said.

Battaglia died at 9:40 p.m. Central time after a day of last-ditch efforts by his attorneys to halt his execution, originally scheduled at 6 p.m.

Attorneys for the 62-year-old former accountant had asked the U.S. Supreme Court to review Battaglia’s case in a petition filed Thursday, arguing that he was mentally incompetent to be executed. But the court late Thursday evening denied the request. The attorneys also filed a last-minute lawsuit alleging the drugs to be used for the lethal injection were expired. They cited the execution of the man who was put to death just days before Battaglia. William Rayford, a Dallas man who was executed earlier this week, tried to lift his head but, instead, jerked it multiple times, according to the complaint.

Battaglia became widely known in Texas in 2001, when he shot and killed his daughters, 9-year-old Faith and 6-year-old Liberty, during a weekly visit with them. Prosecutors said he called his estranged wife, Mary Jean Pearle, and placed her on speaker phone while Faith begged for her life.

“No, Daddy. Don’t do it,” Faith said as her father pointed a gun to her head. Both girls were shot multiple times.

Battaglia, who had a history of domestic violence and had been on probation for attacking his ex-wife, was convicted of capital murder and sentenced to death in 2002. His attorneys argued that he suffered from delusions that kept him from understanding why he was facing execution.

“A person like Battaglia, who was a successful CPA and intelligent, does not suddenly decide to kill his young daughters just to do so and without any apparent rational motive,” his attorneys wrote in the petition to the Supreme Court.

Battaglia’s attorneys had previously asked state and federal courts in Texas for money to pay for experts to examine his mental health.

In one motion filed in federal district court in 2016, his attorneys requested $19,500 to retain a forensic psychologist and an additional $15,000 for a “mitigation specialist” to assist in research. In another motion filed in state court that year, attorneys said the psychologist will help in “developing evidence about [Battaglia’s] mental health,” while the mitigation specialist was needed to review Battaglia’s medical files and “voluminous records” from the Texas Department of Criminal Justice, as well as interview family members with whom Battaglia talks.

The federal court denied the request, saying the payments “would appear to be misallocation of federal funds.”

The state court granted $12,000 for the psychologist.

Four mental-health experts — one each from the defense and prosecution and two appointed by the court — examined Battaglia. Three of them found that Battaglia suffered from a delusional disorder that made him believe he was “being conspired against, cheated, spied on, followed, poisoned or drugged, maliciously maligned, harassed or obstructed in the pursuit of long-term goals,” according to court records.

The three experts also found that Battaglia was not faking symptoms to escape execution.

The state court, however, ruled that Battaglia was mentally competent. State Judge Robert Burns said Battaglia, who had a master’s degree, was not a “typical inmate” and had the “motive and intellectual capability to maintain a deliberate ploy or ruse to avoid his execution,” the Associated Press reported.

The Texas appeals court rejected Battaglia’s appeal and found him to be competent. So did the U.S. Court of Appeals for the 5th Circuit, which issued a ruling on the day Battaglia’s execution was scheduled.

In an interview with the Dallas Morning News in 2014, Battaglia said he is “a little bit in the blank” about what happened that day in May 2001.

“I don’t feel like I killed them,” he said.

Battaglia became the third inmate in the country to be put to death this year. The first two were also from Texas.

Texas executed Houston serial rapist and killer Anthony Shore on Jan. 18 with no last-minute appeals. Rayford, convicted in the 1999 killing of his ex-girlfriend while on parole for killing his wife 13 years earlier, was executed Tuesday after the Supreme Court rejected a last-minute appeal.

Read more:

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