The past decade has seen an abundance of work seeking to detect, characterize, and measure online hate speech. A related, but less studied problem, is the detection of identity groups targeted by that hate speech. Predictive accuracy on this task can supplement additional analyses beyond hate speech detection, motivating its study. Using the Measuring Hate Speech corpus, which provided annotations for targeted identity groups, we created neural network models to perform multi-label binary prediction of identity groups targeted by a comment. Specifically, we studied 8 broad identity groups and 12 identity sub-groups within race and gender identity. We found that these networks exhibited good predictive performance, achieving ROC AUCs of greater than 0.9 and PR AUCs of greater than 0.7 on several identity groups. We validated their performance on HateCheck and Gab Hate Corpora, finding that predictive performance generalized in most settings. We additionally examined the performance of the model on comments targeting multiple identity groups. Our results demonstrate the feasibility of simultaneously identifying targeted groups in social media comments.