Yes you can!
Go to members section.
The last button on the right rail is 'Download Members'. click that
Its a basic csv file with the following data
First name
Last name
Email
Address line 1
Address line 2
City
State
Postal code
Phone
Plan(s) they are on
Status for each plan (active, completed, canceled, paused, alert)
Note:
It pulls the address from their Member Detail Info page, not any of their possible credit card billing addresses.