What do you need to accomplish with your models in Matlab / Simulink? To the best of my knowledge there is no file conversion available because Matlab is normally used for numerical simulation and analysis and not 3D modeling.
If all you need is to show the 3D geometry in a Matlab window, I would recommend exporting your model as either a STL, IGES, or STEP file and then import that in Matlab.
If you're interested in simulating rigid body dynamics check out Dymola or one of the other Modelica-based languages. SimulationX in particular has a good CAD-interaction and can import whole assembly files while maintaining their kinematic relationships.