Renter's insurance will cover a bike theft if above the deductible. Get locking skewers for the wheels, lock the frame with a quality U-lock, don't leave it out overnight, and I wouldn't worry too much. Take off any stealable attachments--lights, bag, water bottle, whatever. Yeah, it's dumb that people will steal a damn water bottle, but they will.
I've never had such an expensive bike, but I have biked in a lot of cities and had a lot of bikes stolen. Every theft happened when I was using a cable lock.