Spain's King Juan Carlos, Spain's Queen Sofia, Spain's Princess Letizia (R), US First Lady Michelle Obama and her daughter Sasha

pose at the Marivent Palace in Palma de Mallorca, on August 8, 2010. US First Lady Michelle Obama and her daughter Sasha will have lunch with Spain's King Juan Carlos and Queen Sofia at their summer palace on the Balearic island of Majorca before heading back to the United States after spending a few days of holidays in the Mediterranean city of Marbella.