A die holding tray useful for testing a plurality of individual dies placed into the holding tray together with a method of making the same. The holding tray has machined lateral and longitudinal sets of grooves with one set of grooves filled with strips in order to form pockets from the unfilled grooves. Vacuum channels are formed into the bottom of the pockets, and dies are held in place during testing by the flatness of the pocket bottoms and a drawn vacuum. Several embodiments are disclosed, including machining grooves in a compliant layer.