Infidelity paranoia

Last Friday, a co-worker and I were talking about cheating. That night, my SO worked till late and then went to the gym after with his buddy. Pretty normal. I fell asleep before he got home, but woke up when I heard him come through the door. I had a dream that he was cheating on me, and being 5 months pregnant, I got all emotional and started crying. I told him what happened and he assured me that there was nothing to worry about and that he would never cheat on me. He constantly tells me that I'm the best thing that ever happened to him (besides his daughter from his previous relationship) and never had any thoughts about him cheating. The thing is, two of his brothers have cheated on their girlfriends. Everyone in the family knew, but never bothered to tell the girlfriends. Eventually they found out, but are still together. All weekend, I've had this paranoia that there could be a possibility that he could cheat on me. I've never had that feeling before and I absolutely hate it. I have a good relationship with his family, and so did the other girlfriends who got cheated on. But if he were to cheat and the family knew without telling me, I would feel so stupid. I know that my pregnancy could play a part of this, but what do I do? I know my SO loves me, but I can't shake this feeling.