I came up with the following query which works. I had to put the data in a temp table as the CTE was not available in the second select (@query)! Also, the columns are not sorted in the way I want.

Suggestions?

SELECT loc, cast(yr as varchar) + '-' + DateName(mm,DATEADD(mm,Mon,-1)) [Period], Amt into #TempTbl FROM TBL WHERE loc = 101 and plID = 11

DECLARE @cols AS VARCHAR(MAX),
    @query  AS VARCHAR(MAX);
    

            pivot 
            (
                 min(Amt)
                for Period in (' + @cols + ')
            ) p '
            
            
SELECT loc, cast(yr as varchar) + '-' + DateName(mm,DATEADD(mm,Mon,-1)) [Period], Amt into #TempTbl FROM TBL WHERE loc = 101 and plID = 11

DECLARE @cols AS VARCHAR(MAX),
    @query  AS VARCHAR(MAX);
    

SELECT @cols = STUFF((SELECT distinct ',' + QUOTENAME(c.[Period]) 
            FROM #TempTbl c
            FOR XML PATH(''), TYPE
            ).value('.', 'VARCHAR(MAX)') 
        ,1,1,'')

set @query = 'SELECT LOC, ' + @cols + ' from 
            (
                select LOC
                    , Amt
                    , [Period]
                from #TempTbl
           ) x
            pivot 
            (
                 min(Amt)
                for Period in (' + @cols + ')
            ) p '

execute(@query)