Not exactly clever nor pretty but this might get you close:

with cteOriginal (CompanyName, CompName1, CompName2, CompName3)

as

(

select 'A V H S L ALQUILER Y VENTA DE HOGARES', NULL, NULL, NULL union all

select 'TAXI GIL PIERRE', NULL, NULL, NULL union all

select 'DE GOUDSMID M HEIJKOOP', NULL, NULL, NULL union all

select 'S P S S', NULL, NULL, NULL union all

select 'BOUCHERIE CHARCUTERIE ST HENRI', NULL, NULL, NULL union all

select 'A A M RODERKERKEN', NULL, NULL, NULL union all

select 'O MUNDO E A NOSSA CASA - C H E', NULL, NULL, NULL)

SELECT CompanyName, CompName1, CompName2

,CompName3=LTRIM(LEFT(CompName3, CHARINDEX(' ', CompName3 + ' ')))

FROM (

SELECT CompanyName, CompName1

,CompName2=LTRIM(LEFT(CompName2, CHARINDEX(' ', CompName2 + ' ')))

,CompName3=LTRIM(RIGHT(CompName2, LEN(CompName2)-LEN(LEFT(CompName2, CHARINDEX(' ', CompName2 + ' ')))))

FROM (

SELECT CompanyName, CompName1=REPLACE(CompName1, ' ', '')

,CompName2=LTRIM(SUBSTRING(CompanyName, DATALENGTH(CompName1)+1, LEN(CompanyName)))

FROM (

SELECT CompName1=

CASE WHEN PATINDEX('[A-Z][ ][A-Z][ ][A-Z][ ][A-Z][ ]%', CompanyName + ' ') = 1

THEN LEFT(CompanyName, 8)

WHEN PATINDEX('[A-Z][ ][A-Z][ ][A-Z][ ]%', CompanyName + ' ') = 1

THEN LEFT(CompanyName, 6)

WHEN PATINDEX('[A-Z][ ][A-Z][ ]%', CompanyName + ' ') = 1

THEN LEFT(CompanyName, 4)

WHEN PATINDEX('[A-Z][ ]%', CompanyName + ' ') = 1

THEN LEFT(CompanyName, 2)

ELSE LEFT(CompanyName, CHARINDEX(' ', CompanyName)-1) END

,CompanyName

FROM cteOriginal) a) a) a