Based on the information provided, you can create a custom Portfolio Construction Model (PCM) that keeps track of the quantity of each security that each alpha model has opened. Here's a Python example of how you could implement this:

class CustomPCM(PortfolioConstructionModel):
    def __init__(self):
        self.alpha_positions = {}
    def CreateTargets(self, algorithm, insights):
        targets = []
        for insight in insights:
            # Get the current quantity of the security for the alpha model
            current_quantity = self.alpha_positions.get(insight.SourceModel, {}).get(insight.Symbol, 0)
            # Check if the alpha model has reached the maximum quantity for the security
            if abs(current_quantity + insight.Magnitude) > 15:
                continue
            # Update the quantity of the security for the alpha model
            self.alpha_positions.setdefault(insight.SourceModel, {})[insight.Symbol] = current_quantity + insight.Magnitude
            # Create a target for the insight
            targets.append(PortfolioTarget(insight.Symbol, insight.Magnitude))
        return targets
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In this example, self.alpha_positions is a dictionary that keeps track of the quantity of each security that each alpha model has opened. The CreateTargets method checks if the alpha model has reached the maximum quantity for the security before creating a target for the insight.

Please note that this is a simplified example and you might need to adjust it according to your specific needs. For example, you might need to handle the case where an insight has a flat direction, which means that the alpha model wants to close the position for the security.

For more information, you can refer to the following sources:

• Python Composite Alpha Model
• Framework Algorithm with Two or More Alphas
• Key Concepts
• Hybrid Algorithms