Police interviews happened last week with a trained child/youth interviewer.
"The three girls have now been evidentially interviewed," Detective Senior Sergeant Barry Bysouth said.
"With their accounts we are now in a position to further the investigation.
"Police have all details including witnesses and suspect details required to investigate this. However, this is still an ongoing investigation, and as such we won't comment on the specifics of it at this time."
The mother of one of the girls said her daughter had told her a man jumped on to her as she came down the slide.
She was told by police that he had a mental impairment and the "mentality of an 11-year-old".
She said her daughter was upset by what happened to her, and she and the girl's father believe supervision at the pools by pool staff is inadequate.
But she acknowledged that she didn't know that the parent looking after her daughter had left all the children at the pool by themselves.
"I actually think that the age that you can leave children at the pool should be raised to 14 years from what it is now, at age 8 years old.
"You can't leave them at home by themselves until 14 so why all day at the pools?
She also said the pool was mismanaged.
"It is chaos at the top of the slide with people mucking around at the top unseen."
The Masterton District Council contracts Belgravia Leisure to run the pools.
Trust House pool manager Marilyn Sayers said that the lifeguards are watching for safety in the pool as their main role. It was staff who called Masterton police about the man annoying the girls on the slide.
"We look out for suspicious and disruptive behaviour.
"We do work to minimise any disruption from children and adults alike."
The pool management are in contact with the council regularly and will be discussing with them the issue around children under 14 years old being dropped off unsupervised.
