Normally, swans eat aquatic vegetation and may eat some plankton found in and around the vegetation. Swans don't usually eat eggs, so we are wondering if this might not have been a dough ball. Sometimes, people will form a dough ball from the bread so that they can throw closer to birds in the water. We have never observed swans eating eggs. Not to say it could not happen, but we think that this was most likely a dough ball. How close were you to the swan? Please let us know if you were close enough to see an actual egg and shell. The Regal Swan
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