Nightmares during pregnancy

This is the second time that I dream of my dad trying to hurt me.. 
The first dream he was with a group of guys trying to rape me and holding me down, he wasn't trying to rape me but he was watching them just try. & the other dream happend a few minutes ago.. I dreampt he had already killed my brother and he was going to kill us all because I knew he was the one that killed my brother. I guess that way he can get away with it.. He had a shovel and came into my room (which is weird because I live with my baby's dad) I kept saying 'dad no' and the more I would say that the harder he was trying to hit me with it.
I woke up crying and screaming my SO held me for a good 20 minutes after because I couldn't stop crying. Mostly because it's the second time I dream of him trying to hurt me and it worries me.. NOT because I think my dad is trying to kill me but because it's iust weird. He's not abusive towards me as a matter of fact I hardly see him since I moved out it's been about 4 months that I haven't seen him. & I miss him :/ but i don't know these kind a of dreams freak me out