An idler roll bearing assembly, made by a method, includes a shaft having a non-grooved outer surface. A shell extends about the shaft and is rotatable relative to the shaft. A rolling bearing is secured to the shaft. A roll head is secured to the rolling bearing. The roll head includes a portion preventing axial displacement of the rolling bearing. The shell is supported for the relative rotation by the roll head. A retaining sleeve is located on the shaft to prevent axial displacement of the rolling bearing. The sleeve has an interior surface in engagement with the non-grooved outer surface of the shaft. An inner diameter of the sleeve and an outer diameter of the shaft are sized such that the sleeve is secured onto the shaft by frictional interference fit and the sleeve is maintained at a position on the shaft by the frictional interference.