secure.nelnet.com has no CNAME records.
Question and response
Question
dig secure.nelnet.com. NS
Answer
The response has no answer records.
Authority
nelnet.com. 2193 SOA pdns03.domaincontrol.com. dns.jomax.net. 2026022000 28800 7200 604800 86400
Additional
. 0 OPT ; payload 1232, xrcode 0, version 0, flags 0