<P> In the film, most of the real - life characters' names have been changed from Belfort's original memoir . Donnie Azoff is based on Danny Porush . The name was changed after Porush threatened to sue the filmmakers . Porush maintains that much of the film was fictional and that Donnie Azoff was not in fact an accurate depiction of him . The FBI agent known as Patrick Denham is the stand - in for real - life Gregory Coleman, and lawyer Manny Riskin is based on Ira Sorkin . Belfort's first wife Denise Lombardo is renamed Teresa Petrillo, while second wife Nadine Caridi became Naomi Lapaglia on - screen . In contrast, Mark Hanna's name remains the same as the LF Rothschild stockbroker who, like Belfort, was convicted of fraud and served time in prison . Belfort's parents Max and Leah Belfort's names remained the same for the film . The role of Aunt Emma was initially offered to Julie Andrews, who refused it as she was recovering from an ankle injury, and she was replaced by Joanna Lumley . </P> <P> In January 2014, Jonah Hill revealed in an interview with Howard Stern that he made only $60,000 on the film (the lowest possible SAG - AFTRA rate for his amount of work), while his co-star Leonardo DiCaprio (who also produced) received $10 million . Hill didn't care about his settlement though, and wanted to play Donnie Azoff so badly that he was willing to do whatever it took to get the part as it was his dream to be in a Scorsese film . </P> <P> Filming began on August 8, 2012, in New York . Jonah Hill announced that his first day of shooting was September 4, 2012 . Filming also took place in Closter, New Jersey and Harrison, New York . In January 2013, additional scenes were shot at a set built in an abandoned office building in Ardsley, New York . Scenes at the beach house were filmed in Sands Point, New York . </P> <P> Scorsese's longtime editor Thelma Schoonmaker stated that the film would be shot digitally instead of on film . Scorsese had been a proponent of shooting on film but decided to shoot Hugo digitally because it was being photographed in 3D; however, The Wolf of Wall Street was originally planned to be shot digitally despite being filmed in 2D . Schoonmaker expressed her disappointment with the decision: "It would appear that we've lost the battle . I think Marty just feels it's unfortunately over, and there's been no bigger champion of film than him ." After extensive comparison tests during pre-production, eventually the majority of the film was shot on film stock while scenes that used green screen effects or low light were shot with the digital Arri Alexa . The film contains 400--450 VFX shots . </P>

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