We study the problem of distinguishing quantum states using local operations and classical communication (LOCC). A question of fundamental interest is whether there exist sets of $k \leq d$ orthogonal maximally entangled states in $\mathbb{C}^{d}\otimes\mathbb{C}^{d}$ that are not perfectly distinguishable by LOCC. A recent result by Yu, Duan, and Ying [Phys. Rev. Lett. 109 020506 (2012) – arXiv:1107.3224 [quant-ph]] gives an affirmative answer for the case $k = d$. We give, for the first time, a proof that such sets of states indeed exist even in the case $k < d$. Our result is constructive and holds for an even wider class of operations known as positive-partial-transpose measurements (PPT). The proof uses the characterization of the PPT-distinguishability problem as a semidefinite program.