You have an drill/end mill holder, not a collet. 19th century drill presses used 1/2" straight shank drills. These were eventually replaced with tapered shank drills.
I suspect that it is a single piece. What you would want to do is to identify the taper used. Once that is done, you can troll e-bay for other sizes. It may be proprietary though.
Aside from that, consider using a drill chuck with a 1/2" straight shank to hold your smaller drills and end mills. You can get 1/2" straight shank arbors in a variety of Jacibs taper sizes to fit your choice of drill chuck.