When Did Gwyneth Paltrow Film That Rap With Cameron Diaz?

The idea for Cameron Diaz and Gwyneth Paltrow to do this confounding rap about Chelsea Handler surely originated at Anna Wintour's dinner for Barack Obama in London a few weeks ago, since they were photographed there together and everybody knows that bad collaboration ideas are often birthed at fancy political fund-raisers. The rap was then filmed when Paltrow was in New York last week to help her trainer Tracy Anderson shill more workout videos — you can tell because she's wearing the same outfit she wore to Anderson's event. She probably just had her driver make a quick stop at Diaz's apartment on the way. Leave it to Gwyneth to swing by your house, surprise you in your sweatpants, and make you embarrass yourself on camera with her while she's all dressed up and you haven't even showered.

Related: 
Well, This Gwyneth Paltrow–Cameron Diaz Rap Video Is Entirely Mortifying
Only Gwyneth Paltrow Posed for Pictures at Anna Wintour’s Obama Fund-raiser