Why Didn’t Voldemort Make More Horcruxes?

Why didn’t Voldemort make more horcruxes? It’s a seemingly obvious question, since Voldemort knew that Harry, Ron, and Hermione were hunting and destroying his horcruxes, why couldn’t he just make more of them?

We captured an encounter between Voldemort and the French soldier from Monty Python that touches on the question.

The Verdict: He didn’t want to spread his soul too thin.

Voldemort [approaching the French castle]: Step aside, and Lord Voldemort will be merciful with you.

French Soldier [leaning against the castle wall]: Oh, it's Lord Voldy-pants himself. What brings you here, oh great one?

Voldemort: I have come to collect one of my horcruxes.

French Soldier: Ah, yes. The little trinkets you hide your soul in. How many do you have left, Lord Voldy-face?

Voldemort: That is none of your concern, French fool.

French Soldier: Oh, but I think it is. You see, I heard that Harry Potter and Dumbledore destroyed quite a few of them. And yet, you still strut around like you're the most powerful being in the world.

Voldemort: I am the most powerful being in the world!

French Soldier: Really? Because it seems to me that you're not too bright if you couldn't even protect your own horcruxes. Maybe you should have made more of them, Lord Voldy-dumb.

Voldemort: Oh I had my reasons. To be specific, I didn't want to spread my soul too thin. You dare to speak to me in such a way, you insolent French dog?

French Soldier: Oh, I dare because you're not as frightening as you think you are, Lord Voldy-weenie. You may have a creepy snake face, but your intelligence is about as sharp as a dull butter knife.

Voldemort: You will pay for your insults, French fool. Avada Kedavra!

(Voldemort casts the killing curse, killing the French soldier)