Although apparently written for solo piano, 4 bars before the start of the 3rd movement Britten has marked 'horn', which may suggest he was considering orchestrating the piece at a later date. However, no other source material for this piece exists.
Britten refers to the composition of this piece in letter to his parents on 25 April, describing the piece as 'a sonata Fantaste'. See Donald Mitchell and Philip Reed, eds, Letters from a life: selected letters and diaries of Benjamin Britten (London: Faber, 1998), vol 1: 1923-1939, pp. 76-77.