Create Table #Import_Data_Filter (MyID Int Identity(1,1) NOT NULL, Location varchar(100))

Insert into #Import_Data_Filter (Location)
(Select Lower('Mandarin') UNION ALL Select Lower('San Jose') UNION ALL Select Lower('Baymeadows') UNION ALL
Select Lower('My FH Locale') UNION ALL Select Lower('St. Augustine') UNION ALL Select Lower('Test For Three Spaces')
UNION ALL Select Lower('Test for being Four Spaces') UNION ALL Select Lower('Test for being Five More Spaces') 
UNION ALL Select Lower('Baymeadows') UNION ALL Select Lower('St. Augustine'))

update #Import_Data_Filter set
  location = char(160)+replace(location,' ',char(160))
  
r:  
  update #import_data_filter set
    location = replace(
                 location,
                 char(160)+substring(location,charindex(char(160),location)+1,1),
                 ' '+UPPER(substring(location,charindex(char(160),location)+1,1))
               )
  where charindex(char(160),location)<>0
if @@rowcount>0 goto r

select ltrim(location) from #Import_Data_Filter

drop table #Import_Data_Filter

create function fn_convert_ucase
(@s nvarchar(max))
returns nvarchar(max)
as
begin
  if @s is null goto ex
  
  set @s = char(160)+replace(@s,' ',char(160))
  while charindex(char(160),@s)<>0 begin
    set @s = replace(@s,char(160)+substring(@s,charindex(char(160),@s)+1,1),' '+UPPER(substring(@s,charindex(char(160),@s)+1,1)))
  end

  ex:
  return @s
end