Complex sentence: Because Anthony had no male heirs, on his death the title went to nephew Nathan Mayer Rothschild who was subsequently elevated to the House of Lords and created Baron Rothschild in 1885 with which title the baronetcy remains merged.
Split into simpler sentences: Because Anthony had no male heirs, on his death the baronetcy passed to his nephew Nathan Mayer Rothschild. He was subsequently elevated to the House of Lords and created Baron Rothschild in 1885 with which title the baronetcy remains merged.