I took a quick look at your Anthem MRX 710 AVR. If you are wanting an analog CD player, make sure to set the "Process Analog Audio Input" to NO and "Anthem Room Correction" to NO. This will disable any digital processing and do a pure analog "pass through" in your Anthem.
If you want to use Anthem Room Correction and/or a subwoofer with your CD player, you might be better off getting a CD transport such as the Cambridge CXC and connect it to a COAX digital input on the Anthem. If you like the DACs in your Anthem, this might be a better way to "play" your CDs.