diff --git a/Algorithm/QCAlgorithm.Trading.cs b/Algorithm/QCAlgorithm.Trading.cs
index dcd8262df3e9..db3610cd53af 100644
--- a/Algorithm/QCAlgorithm.Trading.cs
+++ b/Algorithm/QCAlgorithm.Trading.cs
@@ -1326,14 +1326,16 @@ public void SetMaximumOrders(int max)
         /// <param name="liquidateExistingHoldings">True will liquidate existing holdings</param>
         /// <param name="tag">Tag the order with a short string.</param>
         /// <param name="orderProperties">The order properties to use. Defaults to <see cref="DefaultOrderProperties"/></param>
+        /// <returns>A list of order tickets.</returns>
         /// <seealso cref="MarketOrder(QuantConnect.Symbol, decimal, bool, string, IOrderProperties)"/>
         [DocumentationAttribute(TradingAndOrders)]
-        public void SetHoldings(List<PortfolioTarget> targets, bool liquidateExistingHoldings = false, string tag = null, IOrderProperties orderProperties = null)
+        public List<OrderTicket> SetHoldings(List<PortfolioTarget> targets, bool liquidateExistingHoldings = false, string tag = null, IOrderProperties orderProperties = null)
         {
+            var orderTickets = new List<OrderTicket>();
             //If they triggered a liquidate
             if (liquidateExistingHoldings)
             {
-                Liquidate(GetSymbolsToLiquidate(targets.Select(t => t.Symbol)), tag: tag, orderProperties: orderProperties);
+                orderTickets = Liquidate(GetSymbolsToLiquidate(targets.Select(t => t.Symbol)), tag: tag, orderProperties: orderProperties);
             }
 
             foreach (var portfolioTarget in targets
@@ -1341,8 +1343,10 @@ public void SetHoldings(List<PortfolioTarget> targets, bool liquidateExistingHol
                 .Select(target => new PortfolioTarget(target.Symbol, CalculateOrderQuantity(target.Symbol, target.Quantity)))
                 .OrderTargetsByMarginImpact(this, targetIsDelta: true))
             {
-                SetHoldingsImpl(portfolioTarget.Symbol, portfolioTarget.Quantity, false, tag, orderProperties);
+                var tickets = SetHoldingsImpl(portfolioTarget.Symbol, portfolioTarget.Quantity, false, tag, orderProperties);
+                orderTickets.AddRange(tickets);
             }
+            return orderTickets;
         }
 
         /// <summary>
@@ -1353,11 +1357,12 @@ public void SetHoldings(List<PortfolioTarget> targets, bool liquidateExistingHol
         /// <param name="liquidateExistingHoldings">liquidate existing holdings if necessary to hold this stock</param>
         /// <param name="tag">Tag the order with a short string.</param>
         /// <param name="orderProperties">The order properties to use. Defaults to <see cref="DefaultOrderProperties"/></param>
+        /// <returns>A list of order tickets.</returns>
         /// <seealso cref="MarketOrder(QuantConnect.Symbol, decimal, bool, string, IOrderProperties)"/>
         [DocumentationAttribute(TradingAndOrders)]
-        public void SetHoldings(Symbol symbol, double percentage, bool liquidateExistingHoldings = false, string tag = null, IOrderProperties orderProperties = null)
+        public List<OrderTicket> SetHoldings(Symbol symbol, double percentage, bool liquidateExistingHoldings = false, string tag = null, IOrderProperties orderProperties = null)
         {
-            SetHoldings(symbol, percentage.SafeDecimalCast(), liquidateExistingHoldings, tag, orderProperties);
+            return SetHoldings(symbol, percentage.SafeDecimalCast(), liquidateExistingHoldings, tag, orderProperties);
         }
 
         /// <summary>
@@ -1368,11 +1373,12 @@ public void SetHoldings(Symbol symbol, double percentage, bool liquidateExisting
         /// <param name="liquidateExistingHoldings">bool liquidate existing holdings if necessary to hold this stock</param>
         /// <param name="tag">Tag the order with a short string.</param>
         /// <param name="orderProperties">The order properties to use. Defaults to <see cref="DefaultOrderProperties"/></param>
+        /// <returns>A list of order tickets.</returns>
         /// <seealso cref="MarketOrder(QuantConnect.Symbol, decimal, bool, string, IOrderProperties)"/>
         [DocumentationAttribute(TradingAndOrders)]
-        public void SetHoldings(Symbol symbol, float percentage, bool liquidateExistingHoldings = false, string tag = null, IOrderProperties orderProperties = null)
+        public List<OrderTicket> SetHoldings(Symbol symbol, float percentage, bool liquidateExistingHoldings = false, string tag = null, IOrderProperties orderProperties = null)
         {
-            SetHoldings(symbol, (decimal)percentage, liquidateExistingHoldings, tag, orderProperties);
+            return SetHoldings(symbol, (decimal)percentage, liquidateExistingHoldings, tag, orderProperties);
         }
 
         /// <summary>
@@ -1383,11 +1389,12 @@ public void SetHoldings(Symbol symbol, float percentage, bool liquidateExistingH
         /// <param name="liquidateExistingHoldings">bool liquidate existing holdings if necessary to hold this stock</param>
         /// <param name="tag">Tag the order with a short string.</param>
         /// <param name="orderProperties">The order properties to use. Defaults to <see cref="DefaultOrderProperties"/></param>
+        /// <returns>A list of order tickets.</returns>
         /// <seealso cref="MarketOrder(QuantConnect.Symbol, decimal, bool, string, IOrderProperties)"/>
         [DocumentationAttribute(TradingAndOrders)]
-        public void SetHoldings(Symbol symbol, int percentage, bool liquidateExistingHoldings = false, string tag = null, IOrderProperties orderProperties = null)
+        public List<OrderTicket> SetHoldings(Symbol symbol, int percentage, bool liquidateExistingHoldings = false, string tag = null, IOrderProperties orderProperties = null)
         {
-            SetHoldings(symbol, (decimal)percentage, liquidateExistingHoldings, tag, orderProperties);
+            return SetHoldings(symbol, (decimal)percentage, liquidateExistingHoldings, tag, orderProperties);
         }
 
         /// <summary>
@@ -1401,22 +1408,24 @@ public void SetHoldings(Symbol symbol, int percentage, bool liquidateExistingHol
         /// <param name="liquidateExistingHoldings">bool flag to clean all existing holdings before setting new faction.</param>
         /// <param name="tag">Tag the order with a short string.</param>
         /// <param name="orderProperties">The order properties to use. Defaults to <see cref="DefaultOrderProperties"/></param>
+        /// <returns>A list of order tickets.</returns>
         /// <seealso cref="MarketOrder(QuantConnect.Symbol, decimal, bool, string, IOrderProperties)"/>
         [DocumentationAttribute(TradingAndOrders)]
-        public void SetHoldings(Symbol symbol, decimal percentage, bool liquidateExistingHoldings = false, string tag = null, IOrderProperties orderProperties = null)
+        public List<OrderTicket> SetHoldings(Symbol symbol, decimal percentage, bool liquidateExistingHoldings = false, string tag = null, IOrderProperties orderProperties = null)
         {
-            SetHoldingsImpl(symbol, CalculateOrderQuantity(symbol, percentage), liquidateExistingHoldings, tag, orderProperties);
+            return SetHoldingsImpl(symbol, CalculateOrderQuantity(symbol, percentage), liquidateExistingHoldings, tag, orderProperties);
         }
 
         /// <summary>
         /// Set holdings implementation, which uses order quantities (delta) not percentage nor target final quantity
         /// </summary>
-        private void SetHoldingsImpl(Symbol symbol, decimal orderQuantity, bool liquidateExistingHoldings = false, string tag = null, IOrderProperties orderProperties = null)
+        private List<OrderTicket> SetHoldingsImpl(Symbol symbol, decimal orderQuantity, bool liquidateExistingHoldings = false, string tag = null, IOrderProperties orderProperties = null)
         {
+            var orderTickets = new List<OrderTicket>();
             //If they triggered a liquidate
             if (liquidateExistingHoldings)
             {
-                Liquidate(GetSymbolsToLiquidate([symbol]), tag: tag, orderProperties: orderProperties);
+                orderTickets = Liquidate(GetSymbolsToLiquidate([symbol]), tag: tag, orderProperties: orderProperties);
             }
 
             tag ??= "";
@@ -1435,19 +1444,22 @@ private void SetHoldingsImpl(Symbol symbol, decimal orderQuantity, bool liquidat
                 if (!Securities.TryGetValue(symbol, out security))
                 {
                     Error($"{symbol} not found in portfolio. Request this data when initializing the algorithm.");
-                    return;
+                    return orderTickets;
                 }
 
                 //Check whether the exchange is open to send a market order. If not, send a market on open order instead
+                OrderTicket ticket;
                 if (security.Exchange.ExchangeOpen)
                 {
-                    MarketOrder(symbol, quantity, false, tag, orderProperties);
+                    ticket = MarketOrder(symbol, quantity, false, tag, orderProperties);
                 }
                 else
                 {
-                    MarketOnOpenOrder(symbol, quantity, tag, orderProperties);
+                    ticket = MarketOnOpenOrder(symbol, quantity, tag, orderProperties);
                 }
+                orderTickets.Add(ticket);
             }
+            return orderTickets;
         }
 
         /// <summary>
diff --git a/Tests/Algorithm/AlgorithmTradingTests.cs b/Tests/Algorithm/AlgorithmTradingTests.cs
index 1a3732a20327..f30ce4f969c9 100644
--- a/Tests/Algorithm/AlgorithmTradingTests.cs
+++ b/Tests/Algorithm/AlgorithmTradingTests.cs
@@ -31,6 +31,7 @@
 using QuantConnect.Data;
 using QuantConnect.Indicators;
 using Python.Runtime;
+using QuantConnect.Algorithm.Framework.Portfolio;
 
 namespace QuantConnect.Tests.Algorithm
 {
@@ -1320,6 +1321,51 @@ public void SetHoldings_Long_ToZero_RoundOff()
         //    Assert.AreEqual(2500, actual);
         //}
 
+        [TestCaseSource(nameof(SetHoldingReturnsOrderTicketsTestCases))]
+        public void TestSetHoldingReturnsOrderTickets(IEnumerable<Symbol> symbols, bool liquidateExistingHoldings, int expectedOrderTickets, string tag)
+        {
+            symbols = symbols.ToList();
+            // Initialize the algorithm and add equities to the portfolio
+            var algo = GetAlgorithm(out _, 1, 0);
+            var appl = algo.AddEquity("AAPL");
+            var spy = algo.AddEquity("SPY");
+            var ibm = algo.AddEquity("IBM");
+
+            // Update prices and set initial holdings for the equities
+            Update(appl, 100);
+            Update(spy, 200);
+            Update(ibm, 300);
+            appl.Holdings.SetHoldings(25, 3);
+            spy.Holdings.SetHoldings(25, 3);
+            ibm.Holdings.SetHoldings(25, 3);
+
+            List<OrderTicket> orderTickets;
+            if (symbols.Count() > 1)
+            {
+                // Handle multiple symbols by creating portfolio targets
+                var portfolioTargets = new List<PortfolioTarget>();
+                foreach (var symbol in symbols)
+                {
+                    portfolioTargets.Add(new PortfolioTarget(symbol, 0.5m));
+                }
+                orderTickets = algo.SetHoldings(portfolioTargets, liquidateExistingHoldings, tag);
+            }
+            else
+            {
+                // Handle a single symbol or no symbols
+                if (symbols.Any())
+                {
+                    orderTickets = algo.SetHoldings(symbols.First(), 1, liquidateExistingHoldings, tag);
+                }
+                else
+                {
+                    orderTickets = algo.SetHoldings(new List<PortfolioTarget>(), liquidateExistingHoldings, tag);
+                }
+            }
+            // Assert the expected number of order tickets
+            Assert.AreEqual(expectedOrderTickets, orderTickets.Count);
+        }
+
         [Test]
         public void OrderQuantityConversionTest()
         {
@@ -1821,5 +1867,14 @@ private bool HasSufficientBuyingPowerForOrder(decimal orderQuantity, Security se
             new object[] { Language.CSharp, null, false, null },
             new object[] { Language.Python, null, false, null }
         };
+        private static object[] SetHoldingReturnsOrderTicketsTestCases =
+        {
+            new object[] { new List<Symbol>(), true, 3, "(Empty, true)"},
+            new object[] { new List<Symbol>(), false, 0, "(Empty, false)" },
+            new object[] { new List<Symbol>() { Symbols.IBM }, true, 3, "(OneSymbol, true)" },
+            new object[] { new List<Symbol>() { Symbols.IBM }, false, 1, "(OneSymbol, false)" },
+            new object[] { new List<Symbol>() { Symbols.AAPL, Symbols.SPY }, true, 3, "(MultipleSymbols, true)" },
+            new object[] { new List<Symbol>() { Symbols.AAPL, Symbols.SPY }, false, 2, "(MultipleSymbols, false)" },
+        };
     }
 }