Use Bloomberg in the Business Library. In the Equity area do a Custom Search (QSRC) and set the Industry Group to Investment Companies.
Use Nexis Uni - Click on the menu at the top left and choose Company Dossier - Create a List - Use SIC code 6722 or 6282 (Search this SIC guide for other potential codes) Indicate other criteria (revenue ranges, geographic locations etc)
Use Mergent Intellect - Input criteria into selected fields - search by NAICS or SIC - always Add Criteria to search after each selection