Haha... My Tobee does that too. Only he will do it with his stick toys that have feathers or yarn hanging off of them. He will also bring them to us when he wants to play. That's awsome. How cute!
I know Tobee started doing it after I would throw his toy away when I didn't feel like playing with him anymore. He would always run after it. One day he brought it back. Silly kitty!