mx2.phx.paypal.com has no CNAME records.
Question and response
Question
dig mx2.phx.paypal.com. NS
Answer
The response has no answer records.
Authority
paypal.com. 26 SOA ppdns.paypal.com. hostmaster.paypal.com. 2012395532 7200 600 1209600 300
Additional
. 0 OPT ; payload 1232, xrcode 0, version 0, flags 0