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If she wasn't Steve's daughter she was doing an awfully good impression of him. Bucky held the shield a little tighter as he considered what to do and then gazed into Stephanie's eyes. Something in him told him that Stephanie needed this. Bucky had spent the best years of his life fighting beside Steve Rogers, he had enough memories of him to last him a lifetime, and now he bore the mantle Steve had made his own. The shield was all Stephanie had of Steve. Bucky wasn't any closer to understanding [i]how[/i] it had happened but he was convinced that Stephanie was telling the truth. She was Steve's daughter and Bucky held in his hands the only link she'd ever had and ever would have to him.

He lifted his wrist up to his mouth and spoke into his radio. "I engaged the target on my position. She got away, took the shield with her too, I'm on my way back."

Stephanie's eyes lit up at his words and Bucky walked towards her and handed her the shield. "Do [i]not[/i] make me regret this."

Bucky turned away from Stephanie, pulled up his cowl, and began to make his way out of the alleyway towards Sharon Carter's apartment where the SHIELD agents were waiting. As he reached the mouth of the alley he looked back at Stephanie who had climbed atop her motorcycle. "Oh, and keep in touch. Steve would never forgive me if I let a little thing like a nationwide manhunt get in the way of telling you about what [i]really[/i] happened the time he punched Hitler in the face."

With that Bucky disappeared down the alley way and began to play through the conversation that would follow with Nick Fury later on. He wasn't sure whether Fury would buy Carter getting the better of him and he wasn't sure whether he cared whether he bought it or not. For the first time since Bucky had been woken up he'd actually done something that had made him feel good. So, Steve's shield was gone but it had gone to someone that needed it more than Bucky ever would. It was what Steve would have wanted. 

A man like Nick Fury would never understand that. But Bucky understood [i]one[/i] thing. Fury had kept him in the dark about Carter's parentage. If he was willing to cover something like that up from him, what else was he hiding? Bucky wasn't sure, but he was sure as hell going to find out before the day was done.