Possible to extend a Financial toolbox example ?

Hello, I have a question regarding the following example in the Financial toolbox:

http://www.mathworks.com/help/finance/bond-portfolio-for-hedging-duration-and-convexity.html

This is a great example which I found very useful. Is there a way to extend the example to include more than 3 bonds in the pool of the hedging candidates? I am trying to use real data and feed in a pool of 30 bonds but the resulting weights are always assigned to no more than 3 securities - creating matrices to include 30 observations for all steps, but I assume something is not quite right at the step where:

A/b

I can send the extended code if it is necessary unless the example is meant to always return only 3 of the bonds in the pool - i.e. disregarding the pool size.

Thank you, Desi