_dmarc.sendgrid.net has no CNAME records.
Question and response
Question
dig _dmarc.sendgrid.net. NS
Answer
The response has no answer records.
Authority
sendgrid.net. 11 SOA ns10.dnsmadeeasy.com. dns.dnsmadeeasy.com. 2011294158 14400 600 1728000 180
Additional
. 0 OPT ; payload 1232, xrcode 0, version 0, flags 0