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According to the CBP:
I am enrolled in a Trusted Traveler Program. Do I have to notify you if I change my address?
Yes. If the mailing address that you originally submitted for the NEXUS/SENTRI/Global Entry program has changed, you can login to your GOES account to update it. On the welcome screen on the left hand side you will see a link to update your Mail-to Address.
You will need to go to the nearest Enrollement Center to update your residential/permanent address. No appointment is needed, but please contact the Enrollment Center first.