The New Basement Tapes — aka the supergroup made up of Elvis Costello, My Morning Jacket’s Jim James, Marcus Mumford, Dawes’ Taylor Goldsmith, and Carolina Chocolate Drop’s Rhiannon Giddens — made their first late-night TV appearance on Fallon yesterday to perform one of the Bob Dylan rarities that they recorded for their new collection, Lost On The River. Costello took the lead as the group performed the title track from the album. Watch below.

Lost On The River is out now via Harvest/Electromagnetic.