My boyfriend saw a shadow figure holding me down but couldn't move?

Last night, around 5 or so in the morning my boyfriend rolled over and grabbed me asking if I was okay. So basically he didn't really wake me up because I was not fully asleep because I was having like a nightmare or just bad thoughts since I wasn't asleep. I was really cold as well. I said yeah in fine why? He was basically crying and gasping for breath. He said something black was on top of me with it's hands on my shoulders and it's knees beside each of my hips holding me down. He said he could only open his eyes and when he looked over at it that it looked back at him but it didn't have any distinct features and then it floated over him and disappeared. He said he couldn't move or talk and he could tell that the figure was feminine. What could this be and why did it do this?