The trick is to load into a variable (which is a structure):
S = load(...);
Once you have one structure S you can loop over its fieldnames, or perform operations on the whole structure.
Note: anytime that you find yourself trying to access lots of separate variables you are doing something wrong: keep data together as much as possible, because this makes processing it much simpler. One of the most important ways of achieving this is to load into an output variable, rather than simply spamming all of the variables in the .mat file directly into the workspace. Read this to know more: