Entertainment Tonight ET Online ETOnline.com

This isn't the first time we've seen Leonardo DiCaprio on a yacht with two hot blondes, but on this occasion, it's for work.

The real-life ladies' man was spotted on set of a yacht on Monday, shooting scenes for Martin Scorsese's new movie The Wolf of Wall Street. Dressed as a preppy finance guy, DiCaprio was joined by another familiar face.

RELATED VIDEO: Leo's Career Evolution

Also aboard was Friday Night Lights star Kyle Chandler, who was all suited up, a far cry from his casual attire as Coach Taylor.

The new film, not set to hit theaters until 2013, 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.

While DiCaprio is canoodling with these models on set, he has his own blonde off screen. The actor, 37, is reportedly dating 23-year-old Victoria's Secret model Erin Heatherton.