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A businesswoman and former partner of Juan Carlos I, Corinna zu Sayn, has a "large archive with personal and private details of the most important figures in Spain". The claim was made by José Manuel Villarejo in a letter he wrote for the then-Spanish prime minister Mariano Rajoy, according to the newspaper El Español.

Villarejo explains that the alleged archive contains "almost a million individual files", containing "the darkest and most sordid details" of those forming the real power of the state. He says the archives could be used by whoever has them to force those implicated to adapt their decisions to their wishes. The former police officer claims that the former king gave Corinna the files to protect her in case he died.

Villarejo apparently gave the letter to an intermediary to pass on to Rajoy. His aim was to inform the prime minister that the CNI, Spain's secret service, had entrusted him with the task of winning Corinna's trust and recovering the documents, but that at some point his relationship with Sanz Roldán, CNI's director, had become more complicated and he'd started to be pursued himself. The officer believes the mission to have been the start of his legal problems.

It appears that it was Corinna herself who told Villarejo that the king had personally given her the archives "at a time when his health problems made him believe that his life was at risk".

The illness in question was the cancer Juan Carlos I faced in 2010 when, according to Corinna, he asked her to come back to his side, despite their relationship having already ended. "Following the accident in Botswana", Villarejo continues, referring to a 2012 incident where the then-king broke his hip during an elephant-hunting trip, "queen Sofia demanded the expulsion of Corinna from the country as a condition for visiting her husband in hospital". This is alleged to have caused another break between the monarch and the businesswoman.