Create a separate list for storing these. Let's say, call it %Records%. It can be empty at first (simply do a Create new list).
Then use Merge lists on it and merge %Records% with %ResponseAsCustomObject['Records']% in each iteration.
When you're done with all your loops, if you still want your records to be in a custom object for whatever reason, you can create a new one and add %Records% as a parameter to it. But if you're fine with just having it as a list, you'll already be there by just creating it and merging it.
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