And That Says What? is a track recorded on 20 March 1986 in the Galpin Blvd Home Studio in Chanhassen, Minnesota. The song was included as the sixth track on the late April configuration of the Dream Factory album, but was removed before later configurations. The track is a fast-paced, mostly instrumental jam, with its title as the only lyric, being what Prince calls out at the end of the song.
The track was released in September 2020 as the eleventh track of Vault Tracks part 1, one of the discs with previously unreleased tracks included with the Sign O’ The Times Super Deluxe Edition.