We've been to the Lodge on two occasions & both times there was a large white basket with floats, arm bands & waist rings too. It was just outside the exit from the changing rooms, you can't miss it.
Same question from me too, just at a different hotel. Are the same facilities at New York too?
We stopped at the HNY in December and they had plenty of arm bands down at the pool.
We had asked at the reception and hotel shop and both places had no idea the pool had them so we almost ended up buying some before we went down. Luckily another hotel guest heard me enquiring and told me not to bother as they had some by the pool!