Complex sentence: Aristocrats who had survived or returned from exile held their own balls in their houses in the Faubourg Saint-Germain, where Bals des victimes ("Balls of the victims") were attended by invitees who had lost at least one parent to the guillotine.
Split into simpler sentences: Aristocrats who had survived or returned from exile held their own balls in their houses in the Faubourg Saint-Germain. There events called "Balls of the Victims" were organized, where the invitees had lost at least one parent to the guillotine.