Is you CDP truely balanced? If not then not much lost. If you have a balanced CDP, why would you not buy a balanced amp?
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Be very careful as not everyone respects the norm of pin 2 as + and if they do not an adapter could cause damage by tying the ground to the wrong (hot) pin.
I have been referred to DIYcables and they show how to make an interconnect rather than using an adapter, so you dould customize a cable for your needs and avoid 2 unnecessary connections.
One of two ways http://www.mediacollege.com/audio/connection/xlr-rca-1.html
As Oldears says check how the XLR is wired, but likely all is okay as pretty standard stuff.
Made mine with Neutrik XLR (silver contacts)> AN silver litz cable > Cardas RCA female connectors, worked fine with Reimyo CDP-777 & Magnum Dynalab 108T to Kondo preamp.