Tell them you haven't sent it to any publishers or editors, just agents. They just want to make sure you haven't blown all the chances at selling this. I don't think you need to give agent names unless you want to, and you've signed with them. I can't imagine why they'd care what other agents read it, as that doesn't affect the potential sale of the book. If you have multiple agents trying to sign you, they might want to know who they "beat out" out of curiosity, but there's no reason for them to know.