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Jay has two older siblings.
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Jay studied at the Lee Strasberg Theatre Institute for eight months.
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Jay attended the American Academy of Dramatic Arts in New York in 1977.
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Jay has had roles in two Arnold Schwarzenegger movies, Collateral Damage and Terminator 3: Rise of the Machines.
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Jay's family owns a dry cleaning business in Mahopac, New York.
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Jay graduated from Mahopac High School in 1973.