The Bajau are traditionally from the islands of the Sulu Archipelago in the Philippines, as well as parts of the coastal areas of Mindanao and northern Borneo. In the last fifty years, many of the Filipino Bajau have migrated to neighbouring Malaysia and the northern islands of the Philippines, due to the continuing conflict in the Autonomous Region in Muslim Mindanao. Currently, they are the second largest ethnic group in the Malaysian state of Sabah, making up 13.4% of the total population. Groups of Bajau have also migrated to Sulawesi and Kalimantan in Indonesia, although figures of their exact population are unknown.
Bajau have sometimes been referred to as the "Sea Gypsies", although the term has been used to encompass a number of non-related ethnic groups with similar traditional lifestyles, such as the Moken of the Burmese-Thai Mergui Archipelago and the Orang Laut of southeastern Sumatra and the Riau Islands of Indonesia. The modern outward spread of the Bajau from older inhabited areas seems to have been associated with the development of sea trade in sea cucumber (trepang). wikipedia.org.com