James Madison initially opposed a Bill of Rights because he believed the Constitution's structural design with separated powers was sufficient protection against tyranny, fearing a written list would be mere "parchment barriers" easily violated by majorities, and that listing rights might inadvertently imply unlisted rights were unprotected. He thought a strong government structure was better than paper promises, but eventually championed the Bill of Rights as a political necessity to unify the nation and secure ratification after Anti-Federalists demanded it. 
James Madison favored the ratification of the Constitution, but he initially opposed th Bill of Rights, but realized that withou a Bill of Rights, but the ratification of the Constituion without a Bill of Rights was unlikely to be ratified.
Madison ran for Congress against James Monroe who was opposed to the ratification and supported a call for a second Constitutional Convention that would weaken the power of the central government.
For that reason Madison changed his mind and ran for Congress as an advocate for a Bill of Rights. He knew that if James Monroe were to be elected the Constitution as it was written would be replaced with a weaker proposal.
James Madison was a leading Federalist who championed the Constitution as it was written, but he later shifted to oppose some Federalist policies, aligning with Thomas Jefferson and forming the Democratic-Republican Party against Alexander Hamilton's vision of centralized power, though he never became an Anti-Federalist opposing the Constitution itself; instead, he incorporated Anti-Federalist concerns by championing the Bill of Rights to protect individual liberties, notes James Madison, the Father of the Constitution, was a Federalist, the YouTube video, The Federalist Party, PBS website, and Wikipedia, Wikipedia. 

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