Идеальный кейс для разворота, и вам не нужен CTE:
Declare @T Table (GroupID varchar(10) not null,
QTY int)
Insert Into @T
Values ('TestGroup1', 1),
('TestGroup1', 2),
('TestGroup1', 4),
('TestGroup1', 8),
('TestGroup1', 22),
('TestGroup2', 2),
('TestGroup3', 2),
('TestGroup3', 5)
Select GroupID, [QTY1], [QTY2], [QTY3], [QTY4], [QTY5]
From (Select GroupID, QTY,
RowID = 'QTY' + Cast(ROW_NUMBER() Over (Partition By GroupID Order By QTY) as varchar)
from @T) As Pvt
Pivot (Min(QTY)
For RowID In ([QTY1], [QTY2], [QTY3], [QTY4], [QTY5])
) As Pvt2