Leonardo DiCaprio was in character as Jay Gatsby on the Sydney set of his latest project Saturday. He was joined by Tobey Maguire for the day of filming, which included a few scenes in a fancy yellow car. Leonardo's been in Australia working on The Great Gatsby since August, though it's not his big-screen project that's currently putting him in the spotlight. Leo reportedly has a new lady in his life following his split from Blake Lively. He's been spotted with Romanian model Madalina Ghenea after being linked to several Australian women earlier this month. Leo will soon switch gears to start promoting J. Edgar, since the biopic is being released on Nov. 9.