From my understanding you want to load data form all the mat files into the workspace and assign it into different variables. In your case since all the 'GUD' are structs, we can create a list of cells and add each value into the list after converting them into cell. Here is the code which might help you.
filenames = {'AAG1','AAG2','AAG3'};
AAG = {};
for kk = 1:numel(filenames)
AAG(kk) = struct2cell(load(filenames{kk}))
end
Then for example you can access the values of data in 'AAG19.mat' like AAG(19) .
