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The wealth of the Cholmondeley family was greatly enhanced by Cholmondeley's marriage to Sybil Sassoon (1894–1989), a member of the Sassoon family, a Jewish banking family with origins in Baghdad and India, and heiress to her brother Sir Philip Sassoon.
He never married and was succeeded in his titles by his younger brother George, who had already been elevated to the peerage in his own right as Baron Newborough.