Arrogant SO

My boyfriend is VERY big headed. HE has done this. HE is bigger. HE is badder. HE has been there before.... He's done it all in his eyes. And I have no idea how to deal with it. Sometimes I want to break up with him... But he's a good guy. Bends over backwards to make sure I have all I need.... BUT sometimes I fear its for bragging rights.
What are some suggestions on how to handle this?