sendgrid.mspmanager.com has no CNAME records.
Question and response
Question
dig sendgrid.mspmanager.com. NS
Answer
The response has no answer records.
Authority
mspmanager.com. 741 SOA ns-1128.awsdns-13.org. awsdns-hostmaster.amazon.com. 1 7200 900 1209600 86400
Additional
. 0 OPT ; payload 1232, xrcode 0, version 0, flags 0