****

Sophia Grace Halstead was 5 years old, she was a January baby and had recently celebrated her birthday. She was born prematurely at 34 weeks which had made Jay an increasingly overprotective father. Growing up Jay had always felt the need to protect her from the world she lived in. He wanted his daughter to have a stable life, something he unfortunately was unable to have but this hadn't always been easy. Sophia's mom - Amanda Patterson - had turned her back on her daughter the day after her first birthday. Jay and Amanda had tried their best to provide a stable home for their young daughter but that had proven to be too difficult and the lasting result of their drunken one night stand had caused multiple arguments between the two. But Jay knew from the moment Amanda had told him that he had a responsibility to look after his unborn child.

She was a mirror of her father, just much shorter and a lot more talkative. She had the same blue orbs as her father, though hers seemed to brighten every time she spoke. Her hair had been lighter by a few shades and only just touched her shoulders. She had small bangs that Jay would always find cute how she brushed them from her face when she was concentrating. Her smile was beautiful and it never seemed to end. She had a toothy grin that made Jay melt and sometimes he couldn't understand how Amanda could choose her job over their daughter.

Sophia was his princess, his angel and nothing could ever change that. He would do anything to protect his daughter and that even meant keeping her a secret from his unit.

****

Jay didn't expect to be woken up by his hyper 5-year-old jumping on his chest, shouting, "Wake up, Daddy! Wake up! I want pancakes!"

Jay groaned as he held his daughter down and she looked down at him with big blue eyes, giving her best puppy dog look. "Oh, alright," Jay gave in, tickling her tummy, causing her to giggle happily. "Let Daddy get ready. I'll make you your favourite blueberry pancakes in ten minutes. How does that sound?"

"Yes, yes!" Sophia cried out joyously, once again bouncing up and down on her father's chest. He laughed and gently placed her on the bed, leaving a kiss on the top of her head. "Wait here. Okay?"

"Okay, Officer Daddy!" Sophia nodded, sitting down on the bed and waiting patiently as Jay grabbed his clothes and headed into the bathroom. He took a quick shower, changed and finally headed back to where his daughter sat. She looked up and her eyes brightened when she saw her father again, and she jumped up, nearly toppling over off the bed. Luckily, Jay was quick, and he caught her just as she toppled off, and she fell into his arms.

"Hey, be careful, Sophie," he cautioned her, holding her tightly, his heartbeat having picked up speed when he saw her falling off. "You okay?"

Sophia clung to Jay's neck and buried her face into his shoulder. Although she nodded into his body, he could feel her trembling with fright, so he gently kissed her head and carried her towards the kitchen, where he placed her down on the table. Sophia watched as her father started making the pancakes and she started fidgeting in her place, excited to eat her favourite food ever.

Once Jay had finished making the pancakes, he brought it to Sophia, along with her chocolate milk. The moment he placed it down, she began to gulp and he chuckled. "Slow down, Angel," Jay smiled, as he took a seat beside her, his coffee mug in hand.

Sophia sent her father a toothy grin before slowing down and eating normally. "Daddy, my teacher says, its parent job time tomorrow."

"What's that?" Jay asked her.

"We talk about our mommy or daddy's job," Sophia informed him. "Duh, Daddy."

Jay laughed at his daughter's sassiness. "Hmm, well, what are you going to say?"

"I'm gonna say, my daddy's a superhero. He fights baddies," Sophia nodded, determinedly. "He saves the world, cause he's a superhero."

Jay's heart swelled on hearing just how much his little angel thought of him. Although he knew he couldn't tell her the dangers of his job, he was happy to know she thought he was saving the world, and that she was proud of him.

"Do you know what a superhero is, Sophie?" Jay grinned, watching Sophia frown.

"Yeah, Daddy," Sophia smacked her father's hand. "You. I just said that."

Jay laughed. He couldn't believe how much of an attitude this 5 year old had.

She had an attitude like none other and Jay was sure it would get her in a heap of trouble as she grew older. Will - Sophia's uncle - had often joked that she would become part of a debate team or would even excel and become a lawyer. Jay always insisted that she would be his little girl forever and that there would be no need for her to become a lawyer or a part of a debate team. Sophia was intelligent and smart for a 5 year old and often asked unanswerable questions that often made Jay wonder who's genes she had actually inherited especially since he refused to admit she mostly inherited it from him.

He finished his coffee and at the same time, his phone rang. He could see Hank's number, and he sighed, before picking it up.

"Jay," he said as soon as he answered it.

"Halstead, I need you down at the station now, we caught a case," Voight's raspy voice came over the phone.

"Okay, Sarge. I'll be there in 30." Jay hung up and closed his eyes, before going over to where Sophia sat, finishing her chocolate milk. He called Antonio, who picked up on the first ring.

"Halstead, what's up?" Antonio answered happily.

"Toni, I need a favor," Jay spoke up. "Can you watch Sophia? Hank wants me down at the district, we caught a case."

"Sure, I'd love to hang out with Sophia. I'll be there in 15."

As soon as Jay hung up, Sophia looked at her father, her eyes sad. "Daddy, you promised to take me to the park," Sophia whined unhappily.

Jay crouched beside her chair and took her hands in his. "Hey, I always keep my promises, Angel. You know that. But right now, Daddy needs to go to work, Uncle Toni will come and he can take you to the park. How does that sound?"

Sophia sniffed. "Okay. But Daddy, I want to go with you too."

"We will go, I promise." Jay leaned forward to kiss Sophia's cheek and she wrapped her tiny arms around his neck.

"Daddy, are you going to be a superhero?"

Jay smiled, ruffling her hair lightly. "Isn't that my job, princess?"

Sophia smiled, proudly, and nodded. "That's what I was saying, Daddy!" She smacked her hand to her forehead, sighing dramatically. "Silly silly daddy."

Jay smiled, and got up to get the door as soon as there was a knock on the door. Antonio Dawson, his long time friend, stood at the door. They hugged but no words needed to be exchanged. Antonio knew what he needed to do.

Jay grabbed his jacket and his car keys, along with his badge and gun. Sophia came to the door and hugged her father's legs tightly. "Daddy, be careful," she whispered.

"Always, Angel. You be good for Uncle Toni now, okay? I'll be back soon." Jay kissed the top of her head before heading out.

****

It hadn't been long after Jay left that Sophia persuaded her godfather to take her to the park and that's where the pair found themselves.

Antonio couldn't help but smile as he saw his goddaughter swing from the monkey bars. He was stood beside the benches whilst Sophia played with her friend, Connie. Connie was in the same class as Sophia at school and most would consider the two as best friends.

Sophia was smaller than most children her age but that had simply been because of her premature birth, so that had made Antonio extra cautious when she was to play on these climbing frames. It was one thing to have the wrath of Jay Halstead but it was another to have to wrath of Jay Halstead when it concerned his daughter.

The two girls were discussing what they were going to say at their parent job day. Connie was the daughter of an accountant and had told her friend that she was going to talk about how her mommy was in charge of everybody's money.

"I'm going to tell everyone that my daddy's a superhero!" Sophia announced happily as she and Connie took turns on the monkey bars.

A small huff could be heard from behind the two girls making them turn around. "Your daddy's not a superhero! He's the bad guy."

Antonio watched from the other side of the park, he could see some sort of altercation going on but decided to hold back. He knew Sophia could handle herself, the people in her life had made sure of that. But he wasn't prepared to let any kid just upset the Halstead so he started to move closer.

Sophia was starting to get upset but her attitude shone through. "Wrong." She herself huffed. "My daddy makes sure bad guys doesn't do any more bad things."

She was a very clever 5 year old and knew exactly how to hold her own but in this case she just walked away.

Antonio and been so focused on the kid that had clearly upset Sophia he hadn't noticed the small figure walk up to him until he felt the tugging on his trousers.

"Uncle Toni?" A little voice asked.

Crouching down to Sophia's height he asked her. "What's up kiddo?"

"Will you help me?" She asked shyly pointing towards the swing set. She loved the swings but it was too hard to do by herself, her legs hadn't been long enough.

"Course I can kiddo!" Antonio complied quickly and wandered over towards the swings taking her small hand in his.

Most of the parents in the park had recognized Antonio from around. The DA Office Investigator had a lot of involvement in Sophia Halstead's life, he picked her up from school and took her to the park when Jay was held up in work.

"Uncle Toni, is my daddy a bad guy?" Sophia asked unsurely.

Antonio's eyebrows furrowed in confusion. "Not at all Soph."

The pair didn't last much longer and Antonio decided it was time to head back to the Halstead home when Sophia started to fall asleep on the swing. Deciding to carry his goddaughter Antonio walked back to her home which was only a block away.

****

"But Uncle Toni! I don't want to watch the bears!" Sophia whined. Since coming back from the park Sophia had been trying to persuade her uncle to let her watch a movie but that wasn't about to happen when a Cubs game was on.

"It's the Cubs kiddo. It's baseball." Antonio corrected from the sofa.

"It's still sports. You're crazy!" Sophie stated with her arms crossed across her chest.

Antonio chuckled, he had been warned of her attitude lately by Jay but that didn't stop it from being funny. "Just sit down will you."

Sophia jumped to the sofa with a frown on her face, it wasn't real by any means but it always worked when her daddy was around. She hadn't been sat down on the sofa for long when she heard the door open. Being the nosy kid that she was she ran straight towards the door before Antonio could even get up.

"Aunt Gabby!" The tiny voice squealed as she saw the Latino paramedic walk into the Halstead house.

Sophia hadn't really had a female role model so Gabby had been a really important part of the young Halstead's life. Gabby had met her after she discovered that Jay had been an undercover cop trying to nail Arthur for fraud and had been a sort of aunt to the kid ever since.

"Hello squirt" Gabby chuckled. Everyone had their own little nickname for the mini Halstead. "You being good for your Uncle Toni?" She checked as she shut the door softly, before dropping her car keys to her bag.

"Yes Aunt Gabby" Sophia rolled her eyes slyly. Gabby had not missed the slight action and had immediately sent a warning glare her way.

"Sophia Halstead" Gabby warned. Muttering a small apology the young girl hugged the paramedic before placing a small kiss on her cheek.

Holding her tiny hand out Sophia encouraged her 'aunt' to follow. "Come on Aunt Gabby. Uncle Tonio wants to watch baseball. I don't want to watch baseball" Sophia huffed, her sassiness seeming to seep through in the smallest of actions.

Gabby couldn't help but chuckle slightly. "Of course not. That's why Aunt Gabby brought you something to watch" She smiled enthusiastically as she pulled out a DVD she had in her bag.

"Peter Pan?" The big blue eyes widened. "Yay!"

"I thought you'd like this one." Gabby nodded.

"Uncle Tonio! Aunt Gabby got me Tinkybell"

"Did she now?" Antonio raised an eyebrow in his sister's direction. It had been the same film he watched on numerous occasions, namely with Sophia.

****

"I'm heading off for the night." Ruzek announced from his desk leaving the remaining intelligence detectives in the bullpen.

"Molly's?" Erin invited Jay as she grabbed the keys and phone from her desk before wrapping a scarf warmly around her neck. She hadn't seen Halstead that much these past few days, even months maybe, except when they were working on cases or working over time.

Jay shook his head as he rose from her chair lifting his jacket as he did. "No. I've got someplace I got to be" He said smiling.

He rarely went to Molly's anymore he would rather spend the time with his daughter and that was his plan for tonight.

Jay looked over his office desk making sure he had everything. Cell, keys, badge, gun. Happy he had everything Jay pulled on his jacket, hopefully the Chicago winter would come to an end soon and he would be able to take Sophia out more.

Erin watched as Jay almost bounced down the stairs towards the precinct doors leaving her in her thoughts. There was something about Jay Halstead that intrigued Erin, it always had. No matter how close she tried to get to him there was something about his life that seemed to prioritise over anything else and she didn't know what but she was determined to find out.

Jay had quickly made his way to his car. Hopping in the driver's side before he started the engine and turning up the radio Jay put the SUV in drive and pulled out of the parking lot heading straight home to his daughter.

****

The moment Jay stepped into his apartment, he was met with the cutest sight ever. Antonio and Gabby were asleep, while Sophia's head was on Gabby's lap and her feet tucked under Antonio's legs. She held her teddy bear tightly to her chest. This teddy was special to her because Jay had gotten it for her when she had turned 3, and it was dressed as a police.

Jay quietly hung his signature leather jacket at the door, and placed his keys down on the shelf beside the coat rack. He slowly made his way to the sofa, and gently shook Antonio. Antonio opened his eyes.

"Hey," Antonio muttered tiredly, rubbing the sleep out of his eyes. He yawned slightly and his eyes landed on a sleeping Sophia and he smiled. "Guess we tired her out."

Jay chuckled softly. "Thanks, man, I appreciate it."

Antonio grinned. "No problem. It's always a pleasure to watch Peter Pan with Soph."

"Peter Pan again?" Jay laughed quietly, knowing how much his little angel loved that movie. Whenever it came down to watching movies, there was no argument, it had to be Peter Pan. Jay gently picked his daughter up, and took her to her room. He lay her down on her bed, and left a light kiss on her forehead, watching her sigh happily in her sleep, her arms still wrapped protectively around her teddy.

Jay made his way back to where Antonio and Gabby were putting on their coats, and Jay thanked them once more. The Dawsons hugged Jay before leaving, and Jay closed the door behind them softly. He found himself yearning for sleep. The case him and his team were currently working on was taking a toll on him, and he knew he needed a good amount of rest before work tomorrow.

Jay headed to his room and went straight into the bathroom to wash up and change. Once he was ready for bed, he didn't hesitate, he just flopped onto his bed and within minutes, had passed out.

Being a cop, though, and in a city like Chicago, had taught Jay Halstead to remain alert even as he slept. Although an outsider would mistakenly believe that nothing could stir Jay from his slumber, the sound of his daughter screaming did in fact, make him jump out of bed.

"DADDY!" Sophia screamed again, louder this time, the sound of her sobs echoing all over the apartment. "HELP ME!"

Jay immediately grabbed his gun, which had been on the bedside table. He ran out of his room, only to find a masked criminal holding onto Sophia, who was bawling her eyes out now, the fear in her big eyes impossible to miss.

"Let her go!" Jay demanded, his gun pointed right at the man who was attempting to kidnap his daughter. Jay's heartbeat picked up pace when the man didn't release his hold on Sophia. "Do it now! Do it!" Jay ordered, moving a little closer to the man.

The man watched Jay's gun carefully. Jay could hear Sophia still sobbing and sniffing, and she squeaked, "Daddy, he's hurting me.."

Those words pulled at Jay's heartstrings and he found himself clenching his jaw as his blue eyes hardened. "Sophie, listen to me," he said, keeping his voice soft and low, "I want you to be fast, okay?"

Sophia nodded furiously. Jay's gaze shifted back to the man holding his daughter and Jay repeated once again, his voice hard, "I'm not kidding around here, buddy. Let her go, or I drop you."

Finally the man realized just how serious Jay was and he shoved Sophia away, who tripped, but Jay caught her, and she sobbed into his chest. "Hey, look at me, Princess," Jay whispered lovingly, as Sophia's eyes locked on her father's. "You were so brave, you know that?"

Sophia smiled, even though tears still ran down her faces. Jay hugged her to him again, closing his eyes in relief. He was so grateful she hadn't been kidnapped. If she had, he would never have been able to live with himself, with the guilt. It was his responsibility to protect and care for her, and he had almost failed tonight. He could feel tears in his own eyes, but he knew he needed to stay strong for Sophia, who was trembling with fright. He realized he couldn't do this alone, not anymore. He needed someone who would help him love, protect and take care of Sophia in ways Amanda never did.

As Sophia clung to her father, Jay took his mobile and dialled Hank Voight's number. Hank picked up on the first ring. "Halstead, it's 2am."

"I know, Sarge, and I'm sorry. But someone broke in my apartment, I need to find out who did this," Jay replied. "I need the team at 1876 Edgewater."

"We're on it." Voight hung up and Jay picked Sophia up.

"Daddy?" Sophia murmured, looking scared. "I don't wanna sleep in my room. I'm scared. The big man was mean."

Jay kissed his daughter's forehead and held her tighter against his body. "Don't worry, Angel. You're going to sleep with Daddy. But you need to listen to me. I'm going to take you to my room and you're going to wait for me there, quietly. Don't make any noise, okay?" Jay insisted, as he sat Sophia down on his bed.

"Daddy, don't leave me, please," Sophia started to cry again.