Close pals DiCaprio, 42, and Haas, 40, were spotted going for a swim along with the unidentified woman in Cancun on Tuesday, as photos show the three frolicking in the water.
Although Agdal was not pictured, a source tells PEOPLE she accompanied DiCaprio on the trip.
On Monday, the 24-year-old model took to Instagram to post a photo of herself standing in sparkling blue water.
“Monday blues,” she captioned the picture, including both a palm tree and blue heart emojis.
The Cancun trip comes weeks after DiCaprio and Agdal were spotted spending Thanksgiving Eve together in Charleston, South Carolina.
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“Leo seems very into [Nina],” a source told PEOPLE in October. “He constantly holds her hand and kisses her. Nina seems to enjoy Leo’s company too. She acts very giddy around him. She has great energy and seems to make Leo very happy.”
- REPORTING by LIZ MCNEIL