Methods and apparatus for changing the collet assembly or armature-holding assembly of an armature winding machine are provided. The apparatus permits the collet assembly and selected sleeves of the armature-holding assembly to rotate about a longitudinal axis, while preventing undesirable translation along the axis. The apparatus permits translation of at least one other sleeve. The collet assembly may be removed from the armature-holding assembly to accommodate armature shafts of various diameters. Alternatively, the entire armature-holding assembly may be removed and replaced as a single unit, to accommodate commutators of various diameters. The change-over process can be automated.