Headphone Distortion?

Having long ago sold my great playback system, I decided to again dip my toe into the audiophile pool, & purchased a nice used set of Grado gs1000i headphones and a Marantz SA8004 cd player, with the hope that I'd be OK without a headphone amp or a better cd player. Usually I hear beautiful music, but often on bright instrumental passages or loud brass or high pitched instruments, it can sound distorted and smeared...not at all musical. I wonder if it is the recordings or characteristic of my equipment. Certainly not playing loud enough to distort. Any thoughts or suggestions to tell if my equipment is damaged or if the CD player is not up to the task will be appreciated.