BORROWINGS
20252024
At December 31 ($ in millions)Maturity dateInterest RateWeighted average interest rate
Outstanding Amount(a)(b)
Outstanding Amount(a)(b)
Borrowings of consolidated securitization entities:
Fixed securitized borrowings2026 - 2028
4.06% - 5.74%
4.97 %$5,490 $4,917 
Floating securitized borrowings2027 - 2028
4.44% - 4.85%
4.59 %2,925 2,925 
Total borrowings of consolidated securitization entities4.84 %8,415 7,842 
Senior unsecured notes:
Synchrony Financial senior unsecured notes:
Fixed senior unsecured notes2026 - 2031
2.88% - 5.15%
3.90 %2,892 4,637 
Fixed-to-floating senior unsecured notes
2029 - 2036
5.02% - 6.00%
5.62 %2,534 745 
Synchrony Bank senior unsecured notes:
Fixed senior unsecured notes2027
5.63%
5.63 %599 1,497 
Total senior unsecured notes4.79 %6,025 6,879 
Subordinated unsecured notes:
Synchrony Financial subordinated unsecured notes:
Fixed subordinated unsecured notes2033
7.25%
7.25 %742 741 
Total senior and subordinated unsecured notes5.06 %6,767 7,620 
Total borrowings$15,182 $15,462 
___________________
(a)Includes unamortized debt premiums, discounts and issuance costs.
(b)The Company may redeem certain borrowings prior to their original contractual maturity dates in accordance with the optional redemption provision specified in the respective instruments.
Debt Maturities
The following table summarizes the maturities of the principal amount of our borrowings of consolidated securitization entities and senior and subordinated unsecured notes over the next five years and thereafter:
($ in millions)20262027202820292030Thereafter
Borrowings$2,250 $5,350 $2,925 $1,150 $750 $2,800 
Senior Unsecured Notes
The following table summarizes the issuances of Synchrony Financial fixed-to-floating rate senior unsecured notes during the year ended December 31, 2025:
($ in millions):
Issuance DatePrincipal Amount
Fixed Interest Rate
Interest Rate Reset Date
Floating Rate Spread(a)
Maturity
March 2025$800 5.450%March 6, 2030168 bpsMarch 2031
July 2025$500 5.019%July 29, 2028139.5 bpsJuly 2029
July 2025$500 6.000%July 29, 2035207 bpsJuly 2036
___________________
(a)Floating rate applicable at interest rate reset date through maturity, based on compounded Secured Overnight Financing Rate plus floating rate spread noted above.
Additional Sources of Liquidity
We have undrawn committed and uncommitted capacity under our credit facilities from private lenders under our securitization programs, subject to customary borrowing conditions, and also have access to the Federal Reserve discount window. At both December 31, 2025 and December 31, 2024, we had:
an aggregate of $2.6 billion of undrawn capacity under our securitization financings, of which $2.1 billion was committed and $450 million was uncommitted, and
an aggregate of $10.0 billion and $11.5 billion, respectively, of available borrowing capacity through the Federal Reserve discount window based on the amount and type of assets pledged.
In July 2025, our $500 million unsecured revolving credit facility with private lenders matured.

Historical Timeline

Fiscal YearFiled
2025Feb 6, 2026Showing above
2024Feb 7, 2025
2023Feb 8, 2024
2022Feb 9, 2023
2021Feb 10, 2022
2020Feb 11, 2021
2019Feb 13, 2020
2018Feb 15, 2019
2017Feb 22, 2018
2016Feb 23, 2017
2015Feb 25, 2016

About Debt Disclosures

Debt disclosures detail a company's borrowing structure — the types of instruments, interest rates, maturity schedule, and covenant restrictions that define its financial obligations and flexibility. This section is essential for assessing refinancing risk, interest rate exposure, and the margin of safety against financial distress.

Key signals: the maturity schedule reveals concentration risk — large maturities within 1-2 years during tight credit markets can force dilutive refinancing or asset sales. Compare the fair value of debt against carrying amount to gauge whether the market views the company's credit risk differently than the balance sheet suggests. Watch covenant compliance disclosures for tightening cushions, especially leverage and interest coverage ratios. Variable-rate debt exposure quantifies sensitivity to interest rate changes. Secured versus unsecured mix affects recovery rates and future borrowing capacity. Compare net debt-to-EBITDA against industry peers and covenant limits to assess financial health.