Dagmar converted to Orthodoxy and became Grand Duchess Maria Feodorovna of Russia. The lavish wedding took place on in the Imperial Chapel of the Winter Palace in Saint Petersburg. Financial constraints had prevented her parents from attending the wedding, and in their stead, they sent her brother, Crown Prince Frederick. Her brother-in-law, the Prince of Wales, had also travelled to Saint Petersburg for the ceremony; pregnancy had prevented the Princess of Wales from attending. After the wedding night, Alexander wrote in his diary, "I took off my slippers and my silver embroidered robe and felt the body of my beloved next to mine... How I felt then, I do not wish to describe here. Afterwards we talked for a long time." After the many wedding parties were over the newlyweds moved into the Anichkov Palace in Saint Petersburg where they were to live for the next 15 years, when they were not taking extended holidays at their summer villa Livadia in the Crimean Peninsula.