PaulG at 2015-10-21 23:14:11:
Here's my break out of roles and characters:
Protagonist: Jordan Belfort. A multi-flawed character. But he also possesses character strengths that make him a fascinating character. You may hate the "sins" but you're charmed by his personality, his chutzpah, his ability to sell anything.
Trickster: Donnie Azoff. He introduces Jordan to drugs. Creates a major complication when he provokes an altercation with Brad that gets Brad arrested. Then he gets Jordan stoned on ludes rather than break the bad news. He engages in all manner of lewd behavior in the office and at parties. And at the end of the movie, he betrays Jordan sending him to prison.
Mentor: Mark Hanna. Over lunch on the Jordan's 1st day at work, he expounds his cynical and corrupt work ethos which Jordan eventually and wholeheartedly embraces.
Love Interest: Naomi. Or should I say lust interest? Jordan seems incapable of a reasonably normal relationship with any woman other than briefly with his 1st wife, Terri, whom he dumps for Naomi.
Nemesis: Agent Patrick Denham. The SEC is after Jordan, too, but Patric Denham is the personification of the Feds and the one who stays on the case until he gets the conviction that destroys Belfort's career, sends him to jail.
As for Brad and Max Belfort, I viewed Brad as a dependable ally-enabler who provides Jordan with his "rat holes" to hide his money. Max Belfort, Jordan's father, provides a voice of sanity, sort of. He rants against the profligate spending--but he's all bark and no bite.
Two other key characters who are necessary enablers are the Swiss banker, Jean Jacques Seural, and Aunt Emma who is a money mule and provides the name for secret Swiss account.