They didn't have J nor U.. and up until 312 BC, they didn't have a G.
The creation of G was attributed by Plutarch to have been created by the grammarian Spurius Carvilius Ruga in the 3rd century BC. Both the K-sound and the G-sound were heard in different words when using the letter C. Thus, the letter C had two distinct sounds. Ruga split the C into the two respective sounds by creating the G, which he did by adding a little line to the C.
In 312 BC, the Censor Appius Claudius Caecus passed the motion in the Senate to make the letter official. Though he was still quite adamant not to adopt the greek Z, because the sound looked like the "curling lips on a dead man's mouth"..
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