Solved it with the following Custom Walker:
class CustomWalker extends Walker_Category {
function start_el(&$output, $item, $depth=0, $args=array()) {
$output .= "\n<li><a href=\"http://website.com/?ls=&location=" . $item->slug . "\">".esc_attr($item->name);
}
function end_el(&$output, $item, $depth=0, $args=array()) {
$output .= "</li>\n";
}
}