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Get list of object instances that are in LOH
I have several hundred instances of MyClass present in managed heap. Some of these are in large-object heap. Below is how various heap structure looks 
0:000> !EEHeap -gc
Number of GC Heaps: 1
generation 0 starts at 0x0000000002df9de8
generation 1 starts at 0x0000000002dc6710
generation 2 starts at 0x0000000002a01000
ephemeral segment allocation context: none
 segment     begin allocated  size
0000000002a00000  0000000002a01000  0000000002e3c2c0  0x43b2c0(4436672)
Large object heap starts at 0x0000000012a01000
 segment     begin allocated  size
0000000012a00000  0000000012a01000  000000001a5ed558  0x7bec558(129942872)
000000002a980000  000000002a981000  00000000328110b8  0x7e900b8(132710584)
0000000033e00000  0000000033e01000  000000003bd80d78  0x7f7fd78(133692792)
000000001daf0000  000000001daf1000  0000000025996188  0x7ea5188(132796808)
00000000542b0000  00000000542b1000  000000005a4bf100  0x620e100(102818048)
000000005c2b0000  000000005c2b1000  000000006344df88  0x719cf88(119132040)
000000007fff0000  000000007fff1000  00000000878bfbc0  0x78cebc0(126675904)
Total Size:              Size: 0x34956418 (882205720) bytes.
------------------------------
GC Heap Size:            Size: 0x34956418 (882205720) bytes.

My questions are
1. How can I find addresses of all instances of MyClass that are in large-object heap.
2. Is there anyway to run !ObjSize on those instances of MyClass that are in large-object heap?

Use Google for questions like this, query "sos dump loh".  The first hit shows you how to use !DumpHeap.

@HansPassant Thanks I just found this link http://blogs.msdn.com/b/tess/archive/2005/11/25/496973.aspx that answer my question #1. Will try your suggestion as well

To get all objects on LOH you can use SOS !dumpheap with the -min option.
!dumpheap -min 85001

To limit the output to the type of objects you're looking for, first determine the method table (MT) of your object by doing a 
!dumpheap -type <MyClass>

 Address       MT     Size
03653250 785037b8 10485776
...

Since !dumpheap will look for substrings in classes, this is needed to really reduce the output to the type of your class. Then use -mt for the method table you found:
!dumpheap -min 85001 -mt <MethodTable>

To minimize the output to the addresses only, add the -short parameter, so you get
!dumpheap -min 85001 -mt <MethodTable> -short

You can then use the addresses in a foreach loop
.foreach (address {!dumpheap -min 85001 -mt <MethodTable> -short}) {!do ${address}}

Since the output may he large in case of many object, consider logging everything into a file
.logopen c:\debug\logs\largeobjects.txt


Just wanted to point out that the Large Object Heap might contain objects smaller than 85,000 bytes. Specifically, arrays of doubles are placed on the LOH starting from 8K or so, IIRC.

@SashaGoldshtein: I read that as well, but according to my own experiments, that's not true or at least not true anymore. See http://stackoverflow.com/questions/30361184/loh-fragmentation-2015-update
