Sir William Coventry

Pepys mentions in his *Diary*, that Sir William Conventry kept a journal of public events. Is anything known of this journal? It is not known of at Longleat, where are several papers of Sir William Conventry's. A MS. letter from Lord Weymouth to Sir Robert Southwell, giving an account of Sir W. Conventry's death, was sold at the sale of Lord de Clifford's papers in 1834. Can any of your readers inform me where this letter now is?