A motor drive assembly having an electric motor with a rotor that includes a rotor shaft and a heat exchanger received in the rotor shaft. The heat exchanger has an insert body with an outer insert surface that is engaged to an inside surface of the rotor shaft. The insert body includes a plurality of segments. Each of the segments defines a first through-hole, and a plurality of second through-holes. Each of the segments is fixedly coupled to one another. A first flow passage extends through the first through-holes in the plurality of segments. Each of the second through-holes defines a portion of a corresponding second flow passage. The second flow passages are disposed concentrically about the first flow passage.