The following notes have been excerpted by the arranger from those presented in the Introduction by Imogen Holst, daughter of Gustav Holst:
"Holst wrote this work in the spring of 1932, while he was guest Lecturer in Composition at Harvard University. He had been asked by Nathaniel Shilkret to write 'a short radio piece, not longer than five or six minutes.' for a 'composers' series on folk music themes.' Holst wrote to me on 13 May 1932, saying: 'On May 1 I started sketching a piece for Shilkret's Radio jazz band in New York. I finished the sketch on the 4th and the full score on the 8th. . . Shilkret wanted something on American airs but I've left them out because I prefer my own so he may reject the thing.' Shilkret was enthusiastic about the piece, but he was unable to use it for his series. 'I hate to give it up,' he told the composer, 'but I cannot play it because it is not based on a definite English or American folk theme.'
Holst never revised his hurriedly-written work, probably because he had too many other things to write during the remaining two years of his life, when he was having to spend a good deal of his time in hospital. The autograph manuscript of his original full score is in the British Library, MS Add.47833. The work had no name: Holst referred to
it either as his 'Jazz band piece' or as 'Mr. Shilkret's Maggot.' The score needed editing. There were gaps and patches, with incomplete dynamics and phrase marks. I made the version for orchestra and named it 'Capriccio' in spite of the viola's (now saxophone's) expressive opening, because from the moment of the marimba's first animated remark there can be no doubt about the mood of the music." Imogen Holst (1968)