MADRID (AFP) - Actress Penelope Cruz, nominated for an Oscar for her role in Woody Allen's "Vicky Cristina Barcelona," has said she wants to leave Los Angeles and divide her time between New York and Madrid, a report said Saturday. "After a number of years in Los Angeles, I no longer want to live here, It will be better if I share my time between New York and Madrid, where my family is," she said. Cruz, 34, said she felt "very alone" in movie "obsessed" Los Angeles, adding that she admired New York icon Allen for his frank speaking. "He says what he thinks, unlike many people that I have met in Los Angeles," she was quoted as saying by the Spanish newspaper El Pais. The actress, who rarely gives interviews, on Friday said she hoped to "bring home" an Oscar for Spain after she was nominated in the best supporting actress category.