Leonardo DiCaprio Hides Under Umbrella on 'Wolf' Set

Leonardo DiCaprio walks to the set of his film The Wolf of Wall Street with a cup of coffee in hand on Monday (August 27) in New York City.

The 37-year-old actor later hid under an umbrella while making his way around the set to avoid being photographed.

PHOTOS: Check out the latest pics of Leonardo DiCaprio

Over the weekend, Leo‘s girlfriend Erin Heatherton had lunch in the Big Apple while he worked on the film.

10+ pictures inside of Leonardo DiCaprio on the set of The Wolf of Wall Street…