It is not that easy to do after the merge.  I would manipulate the data
source.  If it is a table in a Word Document, Insert a new column after the
last column and then use the following macro

 Dim i As Long
 Dim company As Range
 With ActiveDocument.Tables(1)
   For i = 2 To .Rows.Count
       Set company = .Cell(i, 1).Range
       company.Collapse wdCollapseStart
       company.Select
       .Cell(i, .Columns.Count).Range.Text =
Selection.Bookmarks("\line").Range.Text
   Next i
 End With

This assumes that the address is in the first field.  If it is not, change
the 1 in the line

Set company = .Cell(i, 1).Range

to the number of the column that contains the address.

If your data source is not a table in a Word document, use a catalog or
directory type mail merge to create a table that contains the data, then
insert a row at the top of the table into which you enter the names of the
merge fields and then add the column and run the above macro.