13. The dance movie Leonardo DiCaprio performs in one of the party scenes was done on the spot, though he learned it on his own over decades.
Leonardo DiCaprio was once a break-dancer and almost left his acting career to pursue it. He even won a second place in a German break-dancing contest when he was young. His break-dancing had even earned him a funny nickname, “The Noodle”. The dance move he made in the movie could be something he remembers from his break-dancing days.(source)
14. There is actual footage from the 1991 Hamptons beach party with the real Jordan Belfort and his then fiancee Nadine Cardi (Naomi Belfort) in it.
15. To depict Jordan’s state of mind, Rodrigo Prieto, the movie’s director of photography, constantly changed the lenses he used for shooting.
Flat spherical lenses were used during the scenes in which Jordan was in a clear mental state and in the scenes where he is high and under the influence of drugs, anamorphic lenses were used. Once Jordan comes under Denham’s suspicion and investigation starts, lenses with longer focal length were used to depict his downfall and a sense of being spied upon.