The command is ‘Add Cursors to Line Ends’ (found in the command palette or the Selection menu). The default keyboard shortcut is Shift+Alt+I.
If you’re familiar with Sublime Text, you may prefer Ctrl+Shift+L as a shortcut. In File / Preferences / Keyboard Shortcuts (Json):
{
"key": "ctrl+shift+l",
"command": "editor.action.insertCursorAtEndOfEachLineSelected",
"when": "editorTextFocus"
},
This overrides a default keyboard shortcut, “Select all occurrences of current selection”.