Conversation so far:
What was Sheila E.'s C.O.E.D.?
In 2006, Sheila E. formed a female group C.O.E.D., consisting of Sheila E., Kat Dyson, Rhonda Smith and Cassandra O'Neal.

Question: Did the play any performances?
Self-contained rewrite: Did the female group C.O.E.D., consisting of Sheila E., Kat Dyson, Rhonda Smith and Cassandra O'Neal play any performances?