Background: Audra Ann McDonald (born July 3, 1970) is an American actress and singer. Primarily known for her work on the Broadway stage, she has won six Tony Awards, more performance wins than any other actor, and is the only person to win all four acting categories. She has performed in musicals, operas, and dramas such as A Moon for the Misbegotten, 110 in the Shade, Carousel, Ragtime, Master Class and Porgy and Bess. As a classical soprano, she has performed in staged operas with the Houston Grand Opera and the Los Angeles Opera and in concerts with symphony orchestras like the Berlin Philharmonic and New York Philharmonic.
Context: McDonald played Billie Holiday on Broadway in the play Lady Day at Emerson's Bar and Grill in a limited engagement that ended on August 10, 2014. After previews that began on March 25, 2014, the play opened at the Circle in the Square Theatre on April 13, 2014. Of the play, McDonald said in an interview:  It's about a woman trying to get through a concert performance, which I know something about, and she's doing it at a time when her liver was pickled and she was still doing heroin regularly...I might have been a little judgmental about Billie Holiday early on in my life, but what I've come to admire most about her - and what is fascinating in this show - is that there is never any self-pity. She's almost laughing at how horrible her life has been. I don't think she sees herself as a victim. And she feels an incredible connection to her music - she can't sing a song if she doesn't have some emotional connection to it, which I really understand.  McDonald won the Tony Award for Best Performance by an Actress in a Leading Role in a Play for this role, making her the first person to earn six Tony Award wins for acting (not counting honorary awards) and the first person to win a Tony Award in all four acting categories. In her acceptance speech, "she thanked her parents for encouraging her to pursue her interests as a child." She also thanked the "strong and brave and courageous" African-American women who came before her, saying in part, "I am standing on Lena Horne's shoulders. I am standing on Maya Angelou's shoulders. I am standing on Diahann Carroll and Ruby Dee, and most of all, Billie Holiday. You deserved so much more than you were given when you were on this planet. This is for you, Billie."  This performance was filmed at Cafe Brasil in New Orleans and broadcast on HBO on March 12, 2016. McDonald received a 2016 Emmy Award nomination for Outstanding Lead Actress in a Limited Series or Movie for her role in the broadcast.  McDonald had planned to make her West End debut as Holiday in Lady Day in June through September 2016, but after becoming pregnant she postponed these plans. She performed in Lady Day in June 2017 through September 9, 2017, at the Wyndham's Theatre in the West End.
Question: What Role did Audra play at Lady Day?

Answer:
McDonald played Billie Holiday on Broadway in the play Lady Day at Emerson's Bar and Grill in a limited engagement that ended on August 10, 2014.