I have used a big diameter hardened chain and and equally sized lock and attached them to the axel(s) and the other end to an unmoveable object, or have put a big ring in concrete.
Being under the unit it will not usually be seen and while it did damage an axel when someone tried to pull off a boat, it did not leave the yard. The secret is big diameter so a good sized bolt cutters jaws don't open far enough.
...it seems to be sadly true that a prepared an determined burgular is hard to stop....lights on unit with movement sensor is another must have...lol..jem
The Silver Buffalo
Saturn with Blue OX towbar
WBCCI # 14067