new line character in gridview cell

How do I get newline characters to work in a gridview cell?

I have the query below for now.  It doesn't work, nor do any other newline characters when I reference the column in my gridview.  I want the address to be formatted like:

555 Test Dr.
Exam, FL. 55555

Instead I get:

555 Test Dr. \r Exam, FL. 55555

CREATE PROCEDURE dbo.usp_SEL_CL_Net_GetMortgageInformation
	@PolicyID AS VARCHAR(15),
	@InceptionDate AS SMALLDATETIME,
	@PostDate as DATETIME
AS
	Select [MortgageeID] AS 'Mortgagee Number', 
		[Name] AS 'Mortagee Name', 
		'Address' = CASE WHEN [Address2] = '' THEN
				[Address1] + ' \r ' + [City] + ', ' + [State] + '. ' + [ZipCode] 
			    ELSE
				[Address1] + ' \r ' + [Address2] + ' \r ' + [City] + ', ' + [State] + '. ' + [ZipCode]
			    END,
		[LoanID] AS 'Loan Number'
	From PlMortgage WITH (NOLOCK) 
	Where PolicyID = @PolicyID And 
		InceptionDate = @InceptionDate And 
		PostDate = @PostDate 
	Order by MortgageeID
GO

Select allOpen in new window