The fetus is P.J.'s, as is the semen found inside her -- Ryan matched it to cells pulled from fingerprints on the wine glass (which match the fingerprints provided by P.J., as traders are apparently required to do before they're bonded). Great -- so the detectives are able to prove that Jenna's fiancé has been in her apartment. Olivia urges Ryan to keep at it, since the Bartletts are still being stalled back at the station (which is bullshit, since surely the Bartletts would have been all "charge us or we're out of here" hours ago). But Pierson slags the station-room coffee, and Munch drags him into a conversation about making a good cup of joe.
Meanwhile, the investigation cost is skyrocketing as Ryan is now in a darkroom developing prints of charred receipts and documents through some sort of magical process, and has found what looks like a prenup.
Olivia and Elliot go after Pierson and P.J. respectively, with Pierson expressing surprise that P.J. was giving Jenna $10,000 a month, and P.J. saying Jenna wasn't pressuring him to get married, and went ballistic when he showed her the prenup. Olivia suggests Pierson was worried about Jenna getting her hands on the family money, and told P.J. to handle it. P.J. admits that he and Jenna fought, and he just wanted to get away, so he went to a family house in Aruba. He says he didn't know what happened to Jenna. "I wouldn't kill Jenna. I loved her." In bustles P.J.'s lawyer, who greets him with a hug. Well, they're old college friends, so there's nothing untoward going on, right? Of course not.
Casey tells Cragen that the lawyer, Avery Hemmings, usually handles SEC violations in federal court. Cragen says she's in over her head on this one, since P.J.'s DNA matches the semen and the fetus. Warner pops by all, "My bad! I jumped the gun on that!" Turns out the DNA matches the semen, not the fetus. Ah, shocking incompetence for the sole purpose of providing a plot twist.
So who's the father? Well, given the only other male character in this episode apart from the detectives is Pierson, and Pierson is Reverend Motherfucking Camden, take a wild guess.
The detectives stroll out into the squad room, where Avery is conferring with the Bartletts. "Congratulations, P.J. You were going to be a big brother," says Olivia. "If this is some kind of trick..." snaps Avery, all overacting. Elliot says the DNA proves it: "Big Pierson here's the baby daddy." "You screwed my fiancé, you son of a bitch?" says P.J. Pierson goes for the "hey, she was drunk, she came on to me" routine, which earns him a punch in the jaw, and he and his son mix it up, with Pierson père shoving his son's head through a door's glass window. Just like Christmas holidays at my house!