State police chief Senior Deputy Commissioner Wira Abdul Rahim Hanafi said investigations revealed that the event was held at a homestay in Balik Pulau on May 31 and June 1, following the beach outing.
He said the nine participants later travelled to Pattaya in Thailand for a similar event from June 6 to 8.
It was earlier reported that a video clip, titled "Penang Nude Sports Games 2014", was uploaded to video-sharing website Vimeo two months ago, showing participants engaging in sports events in the nude, The Star reported.
Police had released 13 photographs of the participants. The names of the 15 participants were also released. DCP Abdul Rahim said two participants have turned themselves in, Malay Mail reported.
"A 40-year-old who's a Malaysian and a 30-year-old Singaporean had given their statements at the south-west district police headquarters on Wednesday," he said.
He said the police are still looking for the others who took part in the event. Seven of them were Malaysians.
The others were four Singaporeans, two Myanmar nationals and one each from the Philippines and India.
A video clip of the first event, where the group was filmed participating in events such as body painting and outdoor activities in the nude at the Penang National Park, went viral recently leading to a huge uproar.
The clip, lasting nearly five-and-a-half minutes, was allegedly shot on a secluded Penang beach where the "naturists" frolicked and took part in physical activities out in the open.
Among others, the participants were seen racing one another in the nude, performing kettle bell exercises around a campfire and doing a "Gangnam-style horse dance" where a woman straddles a man on his back as he walks forward.
In another activity, a naked woman is seen trying to climb over three men as they lie shoulder-to-shoulder in the sand.
On Facebook, the video has now been shared over 260 times and has triggered a debate over its authenticity.
Some Internet users defended the "naturists", saying the group had every right to go nude as it was at a secluded location away from the public eye.
But others said it was illegal to go naked in public.
A Singaporean who is the self-proclaimed "naturist" behind the controversial nude sports video, told Malay Mail last week that the event was not sexual in nature and was meant to promote a healthy lifestyle.
Mr Albert Yam, a member of a Singaporean naturist group, said he has been living the naturist lifestyle for 25 years and the practice, he stressed, does not prescribe going naked for sexual reasons.
This article was first published on August 16, 2014.
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