 In the late 1930s Grainger spent much time arranging his works in settings for wind bands . He wrote A Lincolnshire Posy for the March 1937 convention of the American Band Masters ' Association in Milwaukee , and in 1939 , on his last visit to England before the Second World War , he composed " The Duke of Marlborough 's Fanfare " , giving it the subtitle " British War Mood Grows " . 
