Leonardo DiCaprio Shooting Wall Street in NYC | Pictures

Leonardo DiCaprio clocked a late night at work on the set of The Wolf of Wall Street in NYC. The actor was busy shooting scenes with his costar, actress Margot Robbie, late yesterday and into this morning. He's been filming the Martin Scorsese-directed drama in New York since late last month. Leo made the most of the few weeks leading up to the job by vacationing in Saint-Tropez and spending some time with his girlfriend, Victoria's Secret model Erin Heatherton, by the beach in LA.

The Wolf of Wall Street also stars Jonah Hill, Jean Dujardin, and Matthew McConaughey, who has been spotted looking noticeably thin during the shoot as he physically preps for yet another upcoming project. Matthew will play an AIDS patient in the upcoming The Dallas Buyer's Club, which is based on a real-life story.