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The answer is that he stayed in SA,and one of his girlfriends,Denise dumps CJ.But the rest is unknown of the events afer that.In GTA IV Era games, you can find him on a billboard north of the Middle Park East Safehouse(From GTA IV) and you can find his name on writen graffiti on some walls.for more info on CJ and the graffiti check out their Wikis on GTA Wikia(1.CJ's Wiki 2.Easter eggs in GTA IV).

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