A machine for forming large cylindrical bales of hay with a soft core and dense outer layers has a baling chamber which is defined by an arcuate array of fixed-position rolls, and by belts which are movable outwardly to accommodate a bale as it grows in size. The baling chamber is fed from the underside of the machine through a throat between the belts and rolls. The belts are trained over a single belt take-up roll on a pivoted arm which is loaded by a piston and cylinder unit to maintain belt tension. The belt take-up roll is located well outside the baling chamber to reduce the likelihood of being fouled by crop.