That is unusual. I would stick with CCI until broken in. If it works with you only loading 5 rounds in the mag, then there's probably a mag issue. If it doesn't work in the first few mags, send it back to the mfr. I have 3 of these guys and they are some of the most reliable plinking pistols. BTW, did you clean the gun before taking it to the range?
"You haven't lived until you've died." - various