Fifth floor of the Supreme Court Building... didn't believe it... but there it is in Wikipedia
https://en.wikipedia.org/wiki/United_States_Supreme_Court_Building
The Supreme Court Building includes:
The basement, which houses maintenance facilities, garage, and the on-site mailroom
The first floor, which includes the public information office, the clerk's office, the publications unit, exhibit halls, the cafeteria, the gift shop, and administrative offices
The second floor, which includes the Great Hall, the courtroom, the conference room, and all of the justices' chambers except Justice Sotomayor.
The third floor includes the office of Justice Sotomayor, the office of the Reporter of Decisions, the legal office, the offices of the law clerk, and the justices' dining room and reference library
The fourth floor includes the U.S. Supreme Court Library
The fifth floor includes the U.S. Supreme Court gym, which includes a basketball court named the "Highest Court in the Land".[23]