Leonardo DiCaprio set filming movie The Wolf of Wall Street sunglasses

Wine, yachts, lobsters... if we didn't know better we would think Leonardo DiCaprio was enjoying one of his many luxe vacations!

Instead, the A-list actor was hard at work filming scenes for his upcoming film The Wolf of Wall Street. The 37-year-old darkened his locks for his latest role, and we have to admit we much prefer him as a brunette!

The notorious ladies man looked dapper in a white polo shirt and khakis as he joked around with co-star Kyle Chandler and a bunch of babes in bikinis, and it's clear the Inception star lives the good life both on and off screen!

The Wolf of Wall Street is about a New York stockbroker who refuses to cooperate in a large securities fraud case involving corruption on Wall Street, the corporate banking world and mob infiltration.

Maybe this is the movie that will finally earn him a much-deserved Oscar?