A system has first and second winding drums and a core feeder for inserting a core into a winding nest for forming a convoluted roll. The leading edge of the web is engaged with a threading belt and directed around the first winding drum and through the winding nest to a position where the leading edge is beyond where the core feeder inserts the core into the winding nest thus providing an excess portion of the web between the leading edge and the core feeder core insertion position. A thread-up core is inserted into the winding nest and rotated with the winding drums so that the excess portion moves around the thread-up core. The leading edge is separated from the threading belt, the excess portion of the web is wound around the thread-up core, and the web from the supply is wound around the thread-up core.