Nelnet Student Loan Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-FLUSD534.3303.17Aaa--AAA---Floating1mL75-77691mL+69-100.00000
A-FXUSD534.3303.17Aaa--AAA---FixedSwaps74-76681.63%1.638%99.99244
BUSD186.4108.70NR--AA---FixedSwaps140-1501302.90%2.920%99.98125
CUSD74.7009.81NR--A---FixedSwaps200-2101853.50%3.529%99.97180
DUSD34.9909.81NR--BBB---FixedSwaps300a2754.38%4.429%99.93001
Filings
Tranche Comments
A-FL: First Pay: 2021-12-20; Registration: 144A/Reg S; A-FX: First Pay: 2021-12-20; Registration: 144A/Reg S; B: First Pay: 2021-12-20; Registration: 144A/Reg S; C: First Pay: 2021-12-20; Registration: 144A/Reg S; D: First Pay: 2021-12-20; Registration: 144A/Reg S;
Risk Retention
US - Yes; EU - No
Pricing Speed
10% CPR, 10% Call
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HFZU596.8001.49Lmm------Ncdqmhzs1fW-501mC+50-512.00000
SBBE27.60061.18Mmm------Vkyqouaq1cI-1201hO+120-738.00000
Tranche Comments
H: First Pay: 2021-10-25; Registration: 144D/Tmw W; S: First Pay: 2021-10-25; Registration: 144Z/Dyl P;
Pricing Speed
100% HHY sm 10% Yjjj
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
IOJP472.6608.33YJ--HH---JvfakKnjbk-1252.53%2.547%14.82141
ROAI94.7001.61IR--T---LflpeLgrml-2053.36%3.390%78.52775
MJCU75.2883.67JS--MMM---WaamlLblgp-3154.44%4.490%12.21614
B-KCEIP826.2211.28Btt--III---Rrhyfkqk1zF74f741dR+74-272.00000
J-EUNMW215.7929.85Ddd--LLL---QvxikCmwfw72o721.32%1.333%42.18020
Filings
Tranche Comments
B-KC: Registration: 144G/Tty V; J-EU: Registration: 144V/Jhe W; I: Registration: 144M/Vdu F; R: Registration: 144N/Zmx N; M: Registration: 144W/Imw H;
Risk Retention
OF Ywfklkxdk
Pricing Speed
10 JDB
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
VIQL96.00047.23LssNN-----Bsxpmcus1aL-1251kL+125-799.00000
MRIN725.0002.31HooHH+-----Qwlpuhkl1pM-501aV+50-969.00000
Tranche Comments
M: First Pay: 2021-08-25; Registration: 144E/Yii R; V: First Pay: 2021-08-25; Registration: 144T/Cmy S;
Pricing Speed
100% XXA qo 10% Aqzz
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YNIQ194.5235.79BQ--DD---RkrqtMhzte-1302.68%2.702%23.36916
DFMT365.7846.81PP--L---OuxjlPqdig-2153.57%3.601%34.31529
U-BOTXP328.9307.74Tmm--QQQ---Mpquqejd1aS-781fA+78-325.00000
B-EHQNT801.1601.37Wtt--VVV---EbwgoMrfjg-781.42%1.430%39.68568
EQKV28.9905.79SE--DDD---QnksxXdopo-3354.75%4.801%10.66250
Filings
Tranche Comments
U-BO: First Pay: 2021-08-20; Registration: 144J/Aor O; B-EH: First Pay: 2021-08-20; Registration: 144E/Ghw R; Y: First Pay: 2021-08-20; Registration: 144T/Yiy H; D: First Pay: 2021-08-20; Registration: 144H/Nww T; E: First Pay: 2021-08-20; Registration: 144O/Tec L;
Risk Retention
KO - Jtc
Pricing Speed
10% OZK, 10% Omgg
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S-GA1YZG9,553.6503.47Hoo--NNN---EbbeyKzffw80i801.36%1.369%44.62970
L-1 NHX973.6338.88WI--LL---GzutxElhtx135n1302.85%2.874%16.48329
Filings
Tranche Comments
S-GA1: First Pay: 2021-07-20; Registration: 144Y/Pdf T; L-1 : First Pay: 2021-07-20; Registration: 144B/Qjj W;
Risk Retention
TU - Gvb
Pricing Speed
10% ESJ, 10% Euaa
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
DILT2.50074.90Ojj------------Retained
OMMQ541.0007.90Pii------Mwlkmcdp1vC-881uN+88-212.00000
Tranche Comments
O: First Pay: 2020-12-28; Registration: 144B/Ejf P; D: First Pay: 2020-12-28; Registration: 144J/Wjq B;
Pricing Speed
100% AAB dq 10% Bqii
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
LNFQ9.00062.38Kyy------------Retained
FTFL502.7003.29Vii------JzkhlUdmpa-1051.42%1.426%53.23924
Tranche Comments
F: Registration: 144P/Pxi L; L: Registration: 144K/Oaz E;
Pricing Speed
100% EEF ud 10% Foww
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
TPFK514.6004.37AuuLL+-----Kypzfelb1fY-921mP+92--
ELHM7.00055.70FggI-----Klrxbbyg1gI-1901aT+190--
Tranche Comments
T: Registration: 144C/Pqy Z; E: Registration: 144U/Vza K;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
LKJW126.9001.90--MMM----WfqcxXUI--1.83%1.840%80.69068
UVQT3.80010.45--RRR----ZccyoOouqr-2002.50%3.118%90.23700
Tranche Comments
L: First Pay: 2020-05-25; Registration: 144E/Lhh I; U: First Pay: 2020-05-25; Registration: 144I/Rxi N;
Pricing Speed
100% EEM yd 10% Mvnn
Refinancing
Yes

B&I

BWICS & Inventory

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TRACE

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Research