United States Olympic Committee spokesman Patrick Sandusky confirmed the swimmers were detained but had no other details.
Lochte and his three teammates said they were held up at gunpoint in a taxi as they returned to the athletes village from a party, several hours after the last Olympic swimming events were held.
The office of Judge Keyla Blank gave the order earlier Wednesday to seize the passports of only Lochte and Feigen. Steve Bentz, father of Gunnar Bentz, when reached by phone late Wednesday night, said: "I really don't want to say anything," and hung up.
Lochte's father, Steve Lochte, told The Associated Press by phone from his Florida home that his son called him Tuesday after arriving in the United States.
Feigen's whereabouts could not immediately be confirmed, though he told the San Antonio Express-News he was still in Brazil.
"I'm just happy he's safe," the elder Lochte said. "It was an unfortunate experience for him and the other three. I don't know what all the controversy is. They were basically taken out of the taxi and robbed. The main thing is he's very lucky that he's safe and that all they got was his cash and wallet."
The elder Lochte said his son's Olympic credential and cell phone weren't taken during the incident early Sunday morning. He said he was sure Ryan had his passport or he would not have been allowed to board a plane.
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