Sex while on period

Okay so me and bf had sex for the first time while i was on my period and we didnt use a condom. He wanted to cum in me but i told him no that he had to pull out. He then told me why if i was on my period and his cum would just come out with the blood. Is this true..? Will i not get pregnant having sex while on my period. Oh and it was on my 2nd day of bleeding i usually get my period 3 to 5 days. Stupid question but can i get an answer please.