0001144204-11-060558.txt : 20111101 0001144204-11-060558.hdr.sgml : 20111101 20111101154221 ACCESSION NUMBER: 0001144204-11-060558 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110930 FILED AS OF DATE: 20111101 DATE AS OF CHANGE: 20111101 EFFECTIVENESS DATE: 20111101 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Campbell & CO Investment Adviser LLC CENTRAL INDEX KEY: 0001353570 IRS NUMBER: 521114143 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-11899 FILM NUMBER: 111171331 BUSINESS ADDRESS: STREET 1: 2850 QUARRY LAKE DRIVE CITY: BALTIMORE, STATE: MD ZIP: 21209 BUSINESS PHONE: 410-413-2660 MAIL ADDRESS: STREET 1: 2850 QUARRY LAKE DRIVE CITY: BALTIMORE, STATE: MD ZIP: 21209 13F-HR 1 v238800_13f.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 2011 Check here if Amendment [ ]; Amendment Number: This amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Campbell & Company Investment Adviser LLC Address: 2850 Quarry Lake Drive Baltimore, MD 21209 13 File Number: 028-11899 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct, and complete, and and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form Person Signing this Report on Behalf of Reporting Manager: Name: Stephen C. Roussin Title: President Phone: 1 410 413-4545 Signature, Place and Date of Signing: Stephen C. Roussin Baltimore, MD 21209 November 1, 2011 Report Type (Check only one.): [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934 FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 184 Form 13F Information Table Value Total: 88011
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP x($1000) PRN AMT PRN CALL DISCRETN MANAGERS SOLE SHARED NONE ------------------------------ ---------------- --------- -------- -------- --- ---- -------- --------- -------- ------- --------- ACCENTURE PLC COMMON STOCK G1151C101 500 9500 SH SOLE 9500 0 0 ADOBE SYS INC COM STK COMMON STOCK 00724F101 227 9400 SH SOLE 9400 0 0 AES CORP COM STK COMMON STOCK 00130H105 157 16100 SH SOLE 16100 0 0 AIRCASTLE LTD COM STK COMMON STOCK G0129K104 299 31365 SH SOLE 31365 0 0 AKAMAI TECHNOLOGIES INC COM ST COMMON STOCK 00971T101 360 18116 SH SOLE 18116 0 0 ALASKA AIR GROUP INC COM STK COMMON STOCK 011659109 304 5400 SH SOLE 5400 0 0 ALBEMARLE CORP COM STK COMMON STOCK 012653101 450 11129 SH SOLE 11129 0 0 ALEXION PHARMACEUTIC ALS INC C COMMON STOCK 015351109 409 6390 SH SOLE 6390 0 0 ALLIANT ENERGY CORP COM STK COMMON STOCK 018802108 856 22118 SH SOLE 22118 0 0 ALTERA CORP COM STK COMMON STOCK 021441100 1677 53196 SH SOLE 53196 0 0 AMERICAN CAP STRATEG IES LTD C COMMON STOCK 02503Y103 1153 168997 SH SOLE 168997 0 0 AMERIGROUP CORP COM STK COMMON STOCK 03073T102 666 17074 SH SOLE 17074 0 0 AMETEK INC NEW COM STK COMMON STOCK 031100100 255 7744 SH SOLE 7744 0 0 APACHE CORP COM STK COMMON STOCK 037411105 820 10224 SH SOLE 10224 0 0 ARCH CAPITAL GROUP L TD BERMU COMMON STOCK G0450A105 291 8897 SH SOLE 8897 0 0 ARIAD PHARMACEUTICAL S INC COM COMMON STOCK 04033A100 186 21200 SH SOLE 21200 0 0 ARM HOLDINGS PLC CA MBRIDGE A ADRS STOCKS 042068106 201 7900 SH SOLE 7900 0 0 ASPEN INS HLDGS LTD COM STK COMMON STOCK G05384105 592 25692 SH SOLE 25692 0 0 ASTORIA FINL CORP COM STK COMMON STOCK 046265104 291 37901 SH SOLE 37901 0 0 AT&T INC COM COMMON STOCK 00206R102 577 20219 SH SOLE 20219 0 0 AUTOZONE INC COM STK COMMON STOCK 053332102 1652 5175 SH SOLE 5175 0 0 B & G FOODS INC NEW CLASS A COMMON STOCK 05508R106 200 11975 SH SOLE 11975 0 0 BAKER HUGHES INC COMMON STOCK 057224107 713 15460 SH SOLE 15460 0 0 BALL CORP COM STK COMMON STOCK 058498106 1979 63801 SH SOLE 63801 0 0 BARD C R INC COM STK COMMON STOCK 067383109 1133 12938 SH SOLE 12938 0 0 BASIC ENERGY SVCS IN C NEW COM COMMON STOCK 06985P100 251 17706 SH SOLE 17706 0 0 BECTON DICKINSON & C O COM STK COMMON STOCK 075887109 397 5412 SH SOLE 5412 0 0 BERRY PETE CO CL A COM STK COMMON STOCK 085789105 356 10065 SH SOLE 10065 0 0 BRINKER INTL INC COM STK COMMON STOCK 109641100 266 12700 SH SOLE 12700 0 0 BROADCOM CORP CL A COM STK COMMON STOCK 111320107 306 9199 SH SOLE 9199 0 0 BROOKFIELD PROPERTIE S CORP CA COMMON STOCK 112900105 1040 75559 SH SOLE 75559 0 0 BUNGE LTD COM STK COMMON STOCK G16962105 229 3922 SH SOLE 3922 0 0 CABLEVISION SYS CORP COM STK COMMON STOCK 12686C109 208 13228 SH SOLE 13228 0 0 CARBO CERAMICS INC COM STK COMMON STOCK 140781105 302 2950 SH SOLE 2950 0 0 CASH AMERICA INTERNA TIONAL IN COMMON STOCK 14754D100 230 4498 SH SOLE 4498 0 0 CELANESE CORP SER A COMMON STOCK 150870103 260 8000 SH SOLE 8000 0 0 CENTERPOINT ENERGY I NC COMMON STOCK 15189T107 395 20146 SH SOLE 20146 0 0 CHUNGHWA TELECOM CO LTD ADR ADRS STOCKS 17133Q502 1182 35812 SH SOLE 35812 0 0 CHURCH & DWIGHT CO.I NC. COM S COMMON STOCK 171340102 666 15077 SH SOLE 15077 0 0 CIA ENERGETICA DE MI NAS GERAI ADRS STOCKS 204409601 1008 67947 SH SOLE 67947 0 0 CIA SANEAMENTO BASIC O DO ESTA ADRS STOCKS 20441A102 697 15043 SH SOLE 15043 0 0 CINTAS CORP COM STK COMMON STOCK 172908105 495 17583 SH SOLE 17583 0 0 CITY NATIONAL CORP CA COM STK COMMON STOCK 178566105 437 11572 SH SOLE 11572 0 0 CLEAN HBRS INC COM STK COMMON STOCK 184496107 307 5990 SH SOLE 5990 0 0 CLECO CORP NEW COM STK COMMON STOCK 12561W105 545 15954 SH SOLE 15954 0 0 COCA COLA CO COM STK COMMON STOCK 191216100 556 8234 SH SOLE 8234 0 0 COMMVAULT SYSTEMS INC COMMON STOCK 204166102 286 7711 SH SOLE 7711 0 0 CONSTELLATION BRANDS INC CL A COMMON STOCK 21036P108 329 18302 SH SOLE 18302 0 0 CORN PRODS INTL INC COM STK COMMON STOCK 219023108 1256 32013 SH SOLE 32013 0 0 COVANCE INC COM STK COMMON STOCK 222816100 210 4621 SH SOLE 4621 0 0 CTC MEDIA INC COM STK COMMON STOCK 12642X106 437 49149 SH SOLE 49149 0 0 CUBIST PHARMACEUTICA LS INC CO COMMON STOCK 229678107 965 27334 SH SOLE 27334 0 0 DAVITA INC COM STK COMMON STOCK 23918K108 759 12115 SH SOLE 12115 0 0 DEVRY INC DEL COM STK COMMON STOCK 251893103 372 10074 SH SOLE 10074 0 0 DIAGEO PLC ADR ADRS STOCKS 25243Q205 265 3484 SH SOLE 3484 0 0 DILLARDS INC CL A COM STK COMMON STOCK 254067101 273 6286 SH SOLE 6286 0 0 DIRECTV GROUP INC CL A COM ST COMMON STOCK 25490A101 329 7795 SH SOLE 7795 0 0 DOVER CORP COM STK COMMON STOCK 260003108 800 17162 SH SOLE 17162 0 0 DU PONT E I DE NEMOURS & CO. C COMMON STOCK 263534109 799 20000 SH SOLE 20000 0 0 EL PASO ELECTRIC CO COM STK COMMON STOCK 283677854 584 18213 SH SOLE 18213 0 0 ELAN CORP PLC ADR ADRS STOCKS 284131208 173 16393 SH SOLE 16393 0 0 ESTEE LAUDER COMPANI ES INC CL COMMON STOCK 518439104 1025 11670 SH SOLE 11670 0 0 ESTERLINE TECHNOLOGI ES CORP C COMMON STOCK 297425100 396 7648 SH SOLE 7648 0 0 EXPRESS SCRIPTS INC COM STK COMMON STOCK 302182100 2114 57015 SH SOLE 57015 0 0 EZCORP INC COM STK COMMON STOCK 302301106 477 16700 SH SOLE 16700 0 0 FAIRCHILD SEMICONDUC TOR INTL COMMON STOCK 303726103 257 23800 SH SOLE 23800 0 0 FINISAR CORP COM STK COMMON STOCK 31787A507 182 10400 SH SOLE 10400 0 0 FIRST CASH FINANCIAL SERVICES COMMON STOCK 31942D107 382 9104 SH SOLE 9104 0 0 FIRST MIDWEST BANCOR P INC DEL COMMON STOCK 320867104 95 12949 SH SOLE 12949 0 0 FOCUS MEDIA HLDG LTD ADR ADRS STOCKS 34415V109 235 13977 SH SOLE 13977 0 0 FOREST LABORATORIES INC. COM S COMMON STOCK 345838106 560 18177 SH SOLE 18177 0 0 FREEPORT MCMORAN COP PER & GOL COMMON STOCK 35671D857 417 13711 SH SOLE 13711 0 0 GREEN MOUNTAIN COFFE E ROASTER COMMON STOCK 393122106 372 4000 SH SOLE 4000 0 0 HALLIBURTON CO COM COMMON STOCK 406216101 678 22201 SH SOLE 22201 0 0 HANSEN NAT CORP COM STK COMMON STOCK 411310105 584 6695 SH SOLE 6695 0 0 HECLA MNG CO COM STK COMMON STOCK 422704106 128 23822 SH SOLE 23822 0 0 HELMERICH & PAYNE IN C COM STK COMMON STOCK 423452101 541 13327 SH SOLE 13327 0 0 HERBALIFE LTD COM STK COMMON STOCK G4412G101 274 5107 SH SOLE 5107 0 0 HERMAN MILLER INC COM STK COMMON STOCK 600544100 242 13554 SH SOLE 13554 0 0 HOLLYFRONTIER CORP COM STK COMMON STOCK 436106108 474 18063 SH SOLE 18063 0 0 HONDA MOTOR CO LTD USD ADR ADRS STOCKS 438128308 596 20439 SH SOLE 20439 0 0 HORMEL FOODS CORP COM STK COMMON STOCK 440452100 421 15583 SH SOLE 15583 0 0 HUMANA INC COM STK COMMON STOCK 444859102 236 3250 SH SOLE 3250 0 0 HUNT J B TRANS SVCS INC COM ST COMMON STOCK 445658107 344 9529 SH SOLE 9529 0 0 Harmony Gold Mining Co Ltd ADR ADRS STOCKS 413216300 436 37173 SH SOLE 37173 0 0 ICONIX BRAND GROUP I NC COMMON STOCK 451055107 313 19832 SH SOLE 19832 0 0 IDACORP INC COM STK COMMON STOCK 451107106 394 10435 SH SOLE 10435 0 0 IDEX CORP COM STK COMMON STOCK 45167R104 363 11645 SH SOLE 11645 0 0 IHS INC COM STK COMMON STOCK 451734107 326 4357 SH SOLE 4357 0 0 ILLUMINA INC COM STK COMMON STOCK 452327109 237 5799 SH SOLE 5799 0 0 INFORMATICA CORP COM STK COMMON STOCK 45666Q102 399 9732 SH SOLE 9732 0 0 INTERNATIONAL RECTIF IER CORP COMMON STOCK 460254105 486 26077 SH SOLE 26077 0 0 INTL BUSINESS MACHS CORP COM COMMON STOCK 459200101 257 1471 SH SOLE 1471 0 0 INVESTMENT TECHNOLOG Y GROUP COMMON STOCK 46145F105 115 11764 SH SOLE 11764 0 0 IPG PHOTONICS CORP COMMON STOCK 44980X109 489 11261 SH SOLE 11261 0 0 JOHNSON CTLS INC COM COMMON STOCK 478366107 313 11868 SH SOLE 11868 0 0 JOY GLOBAL INC COM STK COMMON STOCK 481165108 458 7342 SH SOLE 7342 0 0 KINDRED HEALTHCARE I NC COM ST COMMON STOCK 494580103 246 28566 SH SOLE 28566 0 0 KIRBY CORP COM STK COMMON STOCK 497266106 265 5041 SH SOLE 5041 0 0 LEUCADIA NATL CORP COM STK COMMON STOCK 527288104 415 18312 SH SOLE 18312 0 0 LIBERTY MEDIA CORP C INTER A COMMON STOCK 53071M104 154 10438 SH SOLE 10438 0 0 LOEWS CORP COM STK COMMON STOCK 540424108 532 15394 SH SOLE 15394 0 0 LSB INDS INC COM STK COMMON STOCK 502160104 339 11829 SH SOLE 11829 0 0 LSI CORPORATION COM STK COMMON STOCK 502161102 95 18300 SH SOLE 18300 0 0 MAGELLAN HEALTH SERV ICES INC COMMON STOCK 559079207 295 6100 SH SOLE 6100 0 0 MARKEL CORP COM STK COMMON STOCK 570535104 256 716 SH SOLE 716 0 0 MCKESSON CORP COM STK COMMON STOCK 58155Q103 705 9700 SH SOLE 9700 0 0 MECHEL OAO ADR ADRS STOCKS 583840103 189 18556 SH SOLE 18556 0 0 MEDICIS PHARMACEUTICAL CORP COMMON STOCK 584690309 423 11600 SH SOLE 11600 0 0 MYLAN INC COM STK COMMON STOCK 628530107 387 22800 SH SOLE 22800 0 0 NATIONAL-OILWELL VARCO INC COM COMMON STOCK 637071101 488 9526 SH SOLE 9526 0 0 NETFLIX INC COM STK COMMON STOCK 64110L106 495 4367 SH SOLE 4367 0 0 NEW JERSEY RES CORP COM STK COMMON STOCK 646025106 409 9600 SH SOLE 9600 0 0 NEXEN INC COM COMMON STOCK 65334H102 452 29187 SH SOLE 29187 0 0 NII HLDGS INC COM STK COMMON STOCK 62913F201 372 13800 SH SOLE 13800 0 0 NIKE INC CL B COM ST K COMMON STOCK 654106103 510 5962 SH SOLE 5962 0 0 NORFOLK SOUTHN CORP COM STK COMMON STOCK 655844108 369 6040 SH SOLE 6040 0 0 NPS PHARMACEUTICALS INC COM ST COMMON STOCK 62936P103 124 19026 SH SOLE 19026 0 0 NU SKIN ENTERPRISES INC CL A C COMMON STOCK 67018T105 286 7063 SH SOLE 7063 0 0 NV ENERGY INC COM STK COMMON STOCK 67073Y106 461 31323 SH SOLE 31323 0 0 NVIDIA CORP COM STK COMMON STOCK 67066G104 191 15258 SH SOLE 15258 0 0 OGE ENERGY CORP (HOL DING CO) COMMON STOCK 670837103 262 5474 SH SOLE 5474 0 0 ON SEMICONDUCTOR COR P / SEMI COMMON STOCK 682189105 143 19886 SH SOLE 19886 0 0 OPEN TEXT CORP COM (CAN) COMMON STOCK 683715106 716 13743 SH SOLE 13743 0 0 OWENS CORNING INC COMMON STOCK 690742101 210 9700 SH SOLE 9700 0 0 PARTNERRE LIMITED BERMUDA COMMON STOCK G6852T105 243 4645 SH SOLE 4645 0 0 PATTERSON-UTI ENERGY INC (EX COMMON STOCK 703481101 298 17198 SH SOLE 17198 0 0 PAYCHEX INC COM STK COMMON STOCK 704326107 649 24594 SH SOLE 24594 0 0 PEABODY ENERGY CORP COM STK COMMON STOCK 704549104 200 5909 SH SOLE 5909 0 0 PHARMACEUTICAL PRODU CTS DEVEL COMMON STOCK 717124101 400 15600 SH SOLE 15600 0 0 PINNACLE ENTERTAINMENT COMMON STOCK 723456109 331 36456 SH SOLE 36456 0 0 PINNACLE WEST CAPITA L CORP CO COMMON STOCK 723484101 367 8548 SH SOLE 8548 0 0 PIONEER DRILLING CO COM STK COMMON STOCK 723655106 298 41523 SH SOLE 41523 0 0 PLAINS EXPLORATION & PRODUCTI COMMON STOCK 726505100 326 14347 SH SOLE 14347 0 0 PNM RES INC COM STK COMMON STOCK 69349H107 413 25153 SH SOLE 25153 0 0 POLYCOM INC COM STK COMMON STOCK 73172K104 482 26228 SH SOLE 26228 0 0 PORTLAND GENERAL ELE CTRIC CO COMMON STOCK 736508847 347 14652 SH SOLE 14652 0 0 PRECISION DRILLING CORP COMMON STOCK 74022D308 374 45098 SH SOLE 45098 0 0 PRICELINE COM INC COMMON STOCK 741503403 225 500 SH SOLE 500 0 0 PROCTER & GAMBLE CO COM COMMON STOCK 742718109 967 15299 SH SOLE 15299 0 0 RED ROBIN GOURMET BU RGERS INC COMMON STOCK 75689M101 514 21330 SH SOLE 21330 0 0 REINSURANCE GROUP AM ER INC CL COMMON STOCK 759351604 388 8445 SH SOLE 8445 0 0 REYNOLDS AMERN INC COM STK COMMON STOCK 761713106 1041 27770 SH SOLE 27770 0 0 ROCKWOOD HLDGS INC COM STK COMMON STOCK 774415103 788 23380 SH SOLE 23380 0 0 ROGERS COMMUNICATION S INC CAD COMMON STOCK 775109200 216 6300 SH SOLE 6300 0 0 ROVI CORPORATION COM STK COMMON STOCK 779376102 391 9100 SH SOLE 9100 0 0 SAPIENT CORPORATION COM STK COMMON STOCK 803062108 141 13889 SH SOLE 13889 0 0 SCHLUMBERGER LTD USD .01 COM COMMON STOCK 806857108 558 9346 SH SOLE 9346 0 0 SHAW GROUP INC COM STK COMMON STOCK 820280105 548 25224 SH SOLE 25224 0 0 SHUTTERFLY INC COM STK COMMON STOCK 82568P304 231 5603 SH SOLE 5603 0 0 SIGNATURE BANK COMMON STOCK 82669G104 598 12536 SH SOLE 12536 0 0 SILVER STANDARD RESO URCES INC COMMON STOCK 82823L106 279 15200 SH SOLE 15200 0 0 SOHU.COM INC COM STK COMMON STOCK 83408W103 217 4500 SH SOLE 4500 0 0 SOLERA HOLDINGS INC COM STK COMMON STOCK 83421A104 455 9005 SH SOLE 9005 0 0 ST JUDE MED INC COM STK COMMON STOCK 790849103 1285 35498 SH SOLE 35498 0 0 SVB FINANCIAL GROUP COM STK COMMON STOCK 78486Q101 535 14458 SH SOLE 14458 0 0 SYSCO CORP COM STK COMMON STOCK 871829107 607 23453 SH SOLE 23453 0 0 Safeway Inc (formerl y Safeway COMMON STOCK 786514208 326 19587 SH SOLE 19587 0 0 TAIWAN SEMICONDUCTOR MANUFACT ADRS STOCKS 874039100 610 53400 SH SOLE 53400 0 0 TD AMERITRADE HLDG C ORP COM S COMMON STOCK 87236Y108 255 17309 SH SOLE 17309 0 0 TECHNE CORP COM STK COMMON STOCK 878377100 447 6575 SH SOLE 6575 0 0 TELUS CORPORATION NON-VTG COM COMMON STOCK 87971M202 1303 28170 SH SOLE 28170 0 0 TEMPUR-PEDIC INTL COMMON STOCK 88023U101 458 8708 SH SOLE 8708 0 0 TETRA TECH INC COM STK COMMON STOCK 88162G103 264 14093 SH SOLE 14093 0 0 TEXAS INSTRUMENTS IN C COM STK COMMON STOCK 882508104 584 21900 SH SOLE 21900 0 0 TIBCO SOFTWARE INC COM STK COMMON STOCK 88632Q103 364 16238 SH SOLE 16238 0 0 TIFFANY & CO COM STK COMMON STOCK 886547108 444 7300 SH SOLE 7300 0 0 TIM HORTONS INC COM STK COMMON STOCK 88706M103 226 4890 SH SOLE 4890 0 0 TIME WARNER INC COMMON STOCK 887317303 219 7300 SH SOLE 7300 0 0 TOLL BROTHERS INC COM STK COMMON STOCK 889478103 362 25100 SH SOLE 25100 0 0 UGI CORP NEW COM STK COMMON STOCK 902681105 283 10784 SH SOLE 10784 0 0 UNION PACIFIC CORP COM STK COMMON STOCK 907818108 428 5241 SH SOLE 5241 0 0 UNITED CONTINENTAL HOLDINGS IN COMMON STOCK 910047109 671 34620 SH SOLE 34620 0 0 UNITED TECHNOLOGIES CORP COMMON STOCK 913017109 216 3077 SH SOLE 3077 0 0 VARIAN MED SYS INC COM STK COMMON STOCK 92220P105 258 4938 SH SOLE 4938 0 0 VIACOM INC CL B COM STK COMMON STOCK 92553P201 872 22519 SH SOLE 22519 0 0 VISHAY INTERTECHNLGY INC COMMON STOCK 928298108 381 45601 SH SOLE 45601 0 0 WARNER CHILCOTT PLC HAMILTON COMMON STOCK G94368100 187 13043 SH SOLE 13043 0 0 WATSON PHARMACEUTICALS INC COMMON STOCK 942683103 1051 15400 SH SOLE 15400 0 0 WEBMD HEALTH CORP COM STK COMMON STOCK 94770V102 425 14100 SH SOLE 14100 0 0 WHITE MOUNTAINS INSURANCE GROU COMMON STOCK G9618E107 682 1680 SH SOLE 1680 0 0 WILLIS GROUP HOLDING S PLC COM COMMON STOCK G96666105 1110 32287 SH SOLE 32287 0 0 WYNN RESORTS LTD COM STK COMMON STOCK 983134107 1266 11005 SH SOLE 11005 0 0 ZEBRA TECHNOLOGIES C ORP CL A COMMON STOCK 989207105 284 9168 SH SOLE 9168 0 0 Records 184 Total Mkt Value 88011