Use Microsoft Name Servers (NS)

Using Microsoft's name servers (NS) for a domain effectively allows Microsoft to host the DNS zone records. They are:

ns1.bdm.microsoftonline.com

ns2.bdm.microsoftonline.com

ns3.bdm.microsoftonline.com

ns4.bdm.microsoftonline.com

Points to consider:

• You can add a WWW record, and point it to your external web host
• You cannot create subdomains - if you need subdomains you will have to use another host for the DNS zone
• You can add custom records - around 900 is the limit
• You must be able to change the DNS records to verify ownership before moving to Microsoft's Name Servers
• Use a DNS propagation checker to ensure the NS server records are "Live": https://dnschecker.org/#NS/your-domain.com 

More info: https://support.office.com/en-us/article/Change-nameservers-to-set-up-Office-365-with-any-domain-registrar-a8b487a9-2a45-4581-9dc4-5d28a47010a2