Yes, you are slightly mistaken;).
If we talk about all the military formations (not only about Regiments), then we would also have not 35. Altogether Nicholas II was the chief of 16 (17) Regiments, 3 military academies (Pavlovsk military school, Alexander military school and 1st Cadet Corps), 2 Batteries of Guard's Horse Artillery, 1st Artillery Brigade and Guard's Sapper battalion (or simply military engineers). If we make simple calculations, we will have 23 Military Formations and Institutions.