And no, the answer is not flying fish, which sort of jump out of the water and glide for a bit in an attempt to escape from predators. The answer is Pteropus giganteus, also known as the flying fox, or fruit bat, as reddit and facebook have recently found out.
While this behavior is quite impressive on its face, finding a flying fox in a lake, or in your pool, is actually a sign that it is in distress. Just because they can swim does not mean that this is normal behavior for them.
While the data on why (and, for that matter, how many species of) bats swim is still quite thin on the ground, Zoologists who have observed this behavior hypothesize that it is something they do when stressed, or when they are not particularly successful in finding food. Often flying foxes have to fly great distances to find food, and so they might, under certain circumstances, drop into the water to grab some fallen fruit. So, if you find a flying fox paddling around in your swimming pool, try to help it out by giving it something to latch on to, and throw it a peach while you’re at it. It will be most grateful!