My boyfriend deleted a text conversation with a female co-worker?

He knows I'm jealous and insecure, and sometimes I nag him about cheating.

He knows I goes through his phone but doesn't mind,

We were laying on the bed near each other and I got a glance at him texting a female co-worker, (all co-workers get along great and she's not the first co-worker in his inbox) and attached to the conversation I saw a picture but couldn't make it out, he then put down his phone and got up to change clothes.

After he got dressed he grabbed his phone and went to the store,

When he came back the conversation was deleted. When I confronted him about the picture and deleted conversation he said his co-worker was texting him about a concert she was at and sent a picture of herself and her mom at the concert. He says he deleted the conversation because he didn't want any kind of picture of any girl on his phone, and he wanted to avoid my jealous assumptions because he knows how I get and how I'm insecure and start fights over other girls. But he has other text conversations with like 2 or 3 other girls in his inbox, what made that one any different is what's bothering me.

Do you think his explanation is understandable, or sound like a cover up?
My boyfriend deleted a text conversation with a female co-worker?
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