Joe Jonas reveals what "Cake by the Ocean" is actually about. “Working on the record, these Swedish producers that we were working with. All the Ladies Joe Jonas Dated Before Finding True Love With Sophie Turner And that's just the icing on the cake (by the ocean). See which. Joe Jonas has a new band, without his brothers and appears to be shaking loose of the Disney, clean-cut image (a la Miley Cyrus). Their new single entitled " Cake By The Ocean" is sure to be a hit with it's catchy hook and dancey vibe. But what may surprise you The Disturbing Truth of 'Dating Naked'.