How do I write this vb.net/linq select more performant?

Question

I have a list of persons "Gezinslijst" and the head of the family "Klanten". I want to fill a list with all persons and get a list of the family with a list property containing his family members.

This works, but takes 30-60 seconds to load. I know it's because I have to filter 2600 times to get the list, but I don't know how to write it more efficiently.

Private Sub Initialize()
        Dim Gezinslijst As List(Of GetClientsGezin_Result) = New List(Of GetClientsGezin_Result)
        Gezinslijst = (From k In db.GetClientsGezin() Select k).ToList()

        Dim Klanten As List(Of Klanten) = New List(Of Klanten)
        Klanten = (From k In db.GetClients() Select New Klanten With {
                                                 .Naam = k.Naam,
                                                 .Status = k.Status,
                                                 .Prefix = k.Prefix,
                                                 .Rijksregisternr = k.Rijksregisternr,
                                                 .Saldo = k.Saldo,
                                                 .SubCategorie = k.SubCategorie,
                                                 .Straat = k.Straat,
                                                 .Huisnr = k.Huisnr,
                                                 .Busnr = k.Busnr,
                                                 .Postcode = k.Postcode,
                                                 .Plaats = k.Plaats,
                                                 .Land = k.Land,
                                                 .ID_Key = k.ID_Key,
                                                 .Gezinsleden = Gezinslijst.Where(Function(x) x.ID_DiftarClient = k.ID_Key).ToList()
        }).ToList()
End Sub

Thanks in advance for any help