Whatever they were, for now, he's keeping them to himself.
The situation raises questions about the future for Lochte, who is planning to take time off from swimming but wants to return to compete in the 2020 Tokyo Olympics. Usually known for his party boy image and love of the limelight, he now is facing a line of nervous sponsors, the possibility of legal charges in Brazil and sanctions from USA Swimming and the International Olympic Committee.
The robbery flap deeply hurt Brazilians, who were eager to prove they could get street crime under control and host a safe Olympics. And it overshadowed the efforts of U.S. Olympians, who have dominated the medal count. Swimmers alone piled up 16 golds and 33 medals total at the games.
Known for his outsized personality and regular "bro" behavior, Lochte has always been about having fun. This is the guy who gleefully admitted eating McDonald's three times a day while winning four medals at the 2008 Beijing Games. For Rio, he dyed his dark hair white, not realizing the pool's chlorine would turn it light green.
His memorable props — diamond grills on his teeth on the medal podium, crazily colored high-tops, sunglasses bearing his favorite made-up expression of "Jeah!" — and easygoing, goofy nature have made him a popular and relatable star with the public and his teammates.
"I think that is why I do so many different things with the hair, the grills, the crazy shoes," he said in Rio, "It's just my personality coming out there."
Lochte's success led to his own 2013 reality TV show called "What Would Ryan Lochte Do?" It had a short run and left some viewers with the impression that its star was nothing more than a good-looking dim bulb. Still, lines for his autograph sessions at meets routinely stretch longer than anyone else's.
As hard as he plays, Lochte works hard, too. His 12 Olympic medals are second only to Michael Phelps among U.S. male Olympians.
This time Lochte was only a small part of the show. He finished fifth in his only individual event and swam on the victorious 4x200-meter freestyle relay. Instead, the biggest memory of the 32-year-old swimmer in Rio will be the grainy security video of him and teammates Gunnar Bentz, Jack Conger and Jimmy Feigen exiting the gas station restroom and sitting on the ground, some with hands up.
Like other pro swimmers, Lochte is reliant on sponsors to foot his bills so he can focus on year-round training and travel to meets without having to hold a regular job.
His sponsors, including Speedo, Ralph Lauren and airweave premium bedding, have been in no hurry to cut ties with him, though have said they are monitoring the situation.
The incident feeds a lot of American clichés of the bad-boy athlete, and while it was relatively minor, it is "unsavory," says Thomas Ordahl, chief strategy officer at the brand consulting firm Landor.
Ordahl believes it's probably a good idea for companies to hold off on making decisions until the issue surrounding the dispute is sorted out. But he suspects that eventually, sponsors will probably drop Lochte.
"The truth is that there are enough celebrities to be attached to without bringing that kind of baggage with you," said Robert Passikoff, president and founder of the research firm Brand Keys.
USA Swimming is expected to convene its executive board to discuss likely punishment, as it did when Michael Phelps was arrested for a second DUI two years ago. Technically, the four could be fined, suspended or expelled. In the Phelps case, the board announced a week after the arrest that it was suspending the sport's biggest star for six months, banning him from competing in the 2015 world championships and taking away six months of his funding stipend.