I have a small Pelican Case (an 1120) in which I keep my wallet, passport, cell phone & other valuables. You can put 2 locks on it (keep in mind that a 4 digit combination lock that you can buy at a local hardware store has 10,000 possible combinations) and you can mark it so that it is easily identifiable.
Having said that, I have found that theft has been non-existent on any live aboard that I have been on. Maybe that is due to the type of people, but more likely it also has something to do with the fact that if you do steal, there is no place to hide.
If you still have concerns, in a worst case scenario, I suppose you could ask the Captain to secure it for you. He probably will not, but if he does, if it goes missing, you have a specific point of contact.