I know all his stuff, but where did this come from.

Funky as hell. Pre-1999?

Found it under Mazarati. Can someone give a little Prince bio for this please...

Around the time of Purple rain, actually if I remember correct it's rather linked with the Around The World In A Day sessions material. It went to Mazarati instead - I don't think he ever intended to release the song under his own name. The version we have of his sounds quite live-like, and quickly recorded.