spf.mandrillapp.com has no CNAME records.
Question and response
Question
dig spf.mandrillapp.com. NS
Answer
The response has no answer records.
Authority
mandrillapp.com. 459 SOA ns-720.awsdns-26.net. awsdns-hostmaster.amazon.com. 1 7200 900 1209600 86400
Additional
. 0 OPT ; payload 1232, xrcode 0, version 0, flags 0