Capital One Financial Corporation bonds COF
Who owns Capital One Financial Corporation's debt and what their own filings say it is worth. Bond prices and yields are fund-reported marks (SEC Form N-PORT) as of Jul 2026; they lag the market by about two months. COF stock page.
Every bond funds hold
Each bond's latest fund-reported mark. Price per 100 of face value; yield to maturity from price, coupon and maturity; spread over the matched-maturity Treasury for US-dollar bonds.
| Bond | Coupon | Maturity | Ccy | Price | Yield | Spread | Funds | Held | As of |
|---|---|---|---|---|---|---|---|---|---|
| 14040HCF0 | 3.95% fixed | 2026-09-01 | USD | 99.75 | 6.86% | 313 bp | 11 | $21.3M | Jul 2026 |
| 14040HBN4 | 3.75% fixed | 2027-03-09 | USD | 99.65 | 4.33% | 45 bp | 11 | $58.1M | Jul 2026 |
| 14040HCE3 | 3.65% fixed | 2027-05-11 | USD | 99.46 | 4.36% | 40 bp | 7 | $10.7M | Jul 2026 |
| 14040H9A5 | 0% none | 2027-06-30 | USD | — | — | — | 1 | $18.4M | Jul 2026 |
| 14040H9B3 | 0% none | 2027-07-06 | USD | — | — | — | 1 | $27.4M | Jul 2026 |
| 14040HDB8 | 7.149% fixed | 2027-10-29 | USD | 100.57 | 6.65% | 256 bp | 17 | $79.2M | Jul 2026 |
| 14040HDK8 | 5.5% fixed | 2027-10-30 | USD | 99.48 | 5.93% | 184 bp | 7 | $6.8M | Jul 2026 |
| 14040HCH6 | 1.878% fixed | 2027-11-02 | USD | 99.32 | 2.43% | -166 bp | 3 | $4.9M | Jul 2026 |
| 14040HBW4 | 3.8% fixed | 2028-01-31 | USD | 98.69 | 4.71% | 58 bp | 18 | $48.3M | Jul 2026 |
| 14040HCS2 | 4.927% fixed | 2028-05-10 | USD | 100.20 | 4.81% | 62 bp | 15 | $72.3M | Jul 2026 |
| 14040HCX1 | 5.468% fixed | 2029-02-01 | USD | 100.92 | 5.07% | 83 bp | 12 | $27.9M | Jul 2026 |
| 14040HCZ6 | 6.312% fixed | 2029-06-08 | USD | 102.50 | 5.35% | 110 bp | 23 | $175.2M | Jul 2026 |
| 14040HCC7 | 1.65% fixed | 2029-06-12 | EUR | 94.78 | 3.60% | — | 8 | $12.9M | Jul 2026 |
| 14040HDE2 | 5.7% variable | 2030-02-01 | USD | 101.56 | — | — | 13 | $61.4M | Jul 2026 |
| 14040HCN3 | 3.273% fixed | 2030-03-01 | USD | 95.89 | 4.53% | 24 bp | 15 | $32.9M | Jul 2026 |
| 14040HCV5 | 5.247% fixed | 2030-07-26 | USD | 100.64 | 5.07% | 77 bp | 10 | $23.3M | Jul 2026 |
| 14040HDG7 | 5.463% fixed | 2030-07-26 | USD | 101.23 | 5.12% | 82 bp | 10 | $152.0M | Jul 2026 |
| 14040HDM4 | 4.493% fixed | 2031-09-11 | USD | 97.48 | 5.06% | 72 bp | 22 | $39.6M | Jul 2026 |
| 14040HDC6 | 7.624% fixed | 2031-10-30 | USD | 108.73 | 5.67% | 133 bp | 32 | $37.7M | Jul 2026 |
| 14040HDP7 | 4.722% fixed | 2032-01-30 | USD | 97.80 | 5.19% | 82 bp | 29 | $95.2M | Jul 2026 |
| 14040HCG8 | 2.359% fixed | 2032-07-29 | USD | 85.93 | 5.11% | 72 bp | 22 | $12.4M | Jul 2026 |
| 14040HCJ2 | 2.618% fixed | 2032-11-02 | USD | 87.86 | 4.89% | 48 bp | 7 | $23.3M | Jul 2026 |
| 14040HCT0 | 5.268% fixed | 2033-05-10 | USD | 99.10 | 5.43% | 98 bp | 14 | $35.7M | Jul 2026 |
| 14040HCY9 | 5.817% fixed | 2034-02-01 | USD | 101.21 | 5.62% | 113 bp | 13 | $76.3M | Jul 2026 |
| 14040HDA0 | 6.377% fixed | 2034-06-08 | USD | 104.16 | 5.71% | 121 bp | 25 | $134.6M | Jul 2026 |
| 14040HDF9 | 6.051% variable | 2035-02-01 | USD | 102.18 | — | — | 18 | $51.2M | Jul 2026 |
| 14040HDH5 | 5.884% fixed | 2035-07-26 | USD | 101.07 | 5.73% | 118 bp | 15 | $20.1M | Jul 2026 |
| 14040HDJ1 | 6.183% fixed | 2036-01-30 | USD | 100.24 | 6.15% | 157 bp | 29 | $100.9M | Jul 2026 |
| 14040HDN2 | 5.197% fixed | 2036-09-11 | USD | 95.61 | 5.78% | 117 bp | 25 | $79.1M | Jul 2026 |
| 14040HDQ5 | 5.399% fixed | 2037-01-30 | USD | 96.72 | 5.82% | 120 bp | 18 | $41.5M | Jul 2026 |
Spread history
Median spread of the US-dollar bonds over Treasuries, month-ends with complete filings. Fund-reported.
Price history
Median fund-marked price across the bonds, per 100 of face value.
By month
Funds file on staggered quarter-ends, so each month-end is marked by the funds that reported for it; the amount held moves with which funds filed, not only with buying and selling.
| Month-end | Bonds | Held | Median price | USD yield | USD spread | Most funds on one bond |
|---|---|---|---|---|---|---|
| Jul 2026 | 30 | $1.58B | 99.70 | 5.27% | 91 bp | 32 |
| Jun 2026 | 28 | $4.21B | 100.03 | 5.12% | 86 bp | 71 |
| May 2026 | 28 | $2.89B | 100.42 | 5.06% | 87 bp | 40 |
| Apr 2026 | 29 | $1.67B | 99.85 | 4.97% | 104 bp | 38 |
| Mar 2026 | 29 | $4.45B | 99.77 | 5.02% | 116 bp | 74 |
| Feb 2026 | 28 | $2.90B | 100.96 | 4.56% | 95 bp | 38 |
| Jan 2026 | 29 | $1.84B | 100.46 | 4.67% | 90 bp | 42 |
| Dec 2025 | 27 | $4.05B | 101.18 | 4.57% | 90 bp | 80 |
| Nov 2025 | 27 | $2.46B | 101.06 | 4.57% | 93 bp | 42 |
| Oct 2025 | 27 | $1.71B | 100.97 | 4.66% | 103 bp | 37 |
| Sep 2025 | 28 | $4.14B | 100.64 | 4.69% | 99 bp | 80 |
| Aug 2025 | 26 | $2.56B | 101.38 | 4.75% | 92 bp | 45 |
| Jul 2025 | 26 | $1.70B | 100.66 | 4.90% | 94 bp | 37 |
Who holds the debt
Fund series in their latest quarterly N-PORT report, largest first, with the change in face value against each fund's own previous report. Names as reported in the filings. 104 added, 184 cut, 17 new holders and 41 exits in the latest quarter.
| Fund series | Report | Face value | Value | Change in face value |
|---|---|---|---|---|
| Dodge & Cox Income Fund Dodge & Cox Funds | 2026-06-30 | $576.0M | $588.6M | -$11.7M |
| VANGUARD SHORT-TERM INVESTMENT-GRADE FUND VANGUARD FIXED INCOME SECURITIES FUNDS | 2026-07-31 | $430.1M | $432.6M | $0 |
| VANGUARD INTERMEDIATE-TERM CORPORATE BOND INDEX FUND VANGUARD SCOTTSDALE FUNDS | 2026-05-31 | $377.8M | $380.6M | $23.1M |
| VANGUARD TOTAL BOND MARKET INDEX FUND VANGUARD BOND INDEX FUNDS | 2026-06-30 | $356.1M | $360.4M | -$25.0M |
| VANGUARD TOTAL BOND MARKET II INDEX FUND VANGUARD BOND INDEX FUNDS | 2026-06-30 | $335.0M | $340.2M | -$19.4M |
| VANGUARD INTERMEDIATE-TERM INVESTMENT-GRADE FUND VANGUARD FIXED INCOME SECURITIES FUNDS | 2026-07-31 | $322.4M | $320.2M | -$23.3M |
| Franklin Income Fund Franklin Custodian Funds | 2026-06-30 | $290.0M | $299.0M | $0 |
| JPMorgan Ultra-Short Income ETF J.P. Morgan Exchange-Traded Fund Trust | 2026-05-31 | $298.2M | $296.1M | $4.1M |
| VANGUARD SHORT-TERM CORPORATE BOND INDEX FUND VANGUARD SCOTTSDALE FUNDS | 2026-05-31 | $203.6M | $206.2M | -$52.8M |
| Fidelity Total Bond Fund Fidelity Income Fund | 2026-05-31 | $162.2M | $166.7M | $0 |
| Fidelity Investment Grade Bond Central Fund Fidelity Central Investment Portfolios II LLC | 2026-06-30 | $156.6M | $155.8M | $0 |
| Baird Aggregate Bond Fund Baird Funds Inc | 2026-06-30 | $151.4M | $152.8M | $0 |
| Fidelity Series Investment Grade Bond Fund Fidelity Salem Street Trust | 2026-05-31 | $147.6M | $146.4M | $0 |
| Putnam Ultra Short Duration Income Fund Putnam Funds Trust | 2026-07-31 | $130.3M | $131.2M | $0 |
| VANGUARD INTERMEDIATE-TERM BOND INDEX FUND VANGUARD BOND INDEX FUNDS | 2026-06-30 | $127.0M | $127.8M | $2.5M |
| Baird Core Plus Bond Fund Baird Funds Inc | 2026-06-30 | $117.1M | $117.5M | -$5.0M |
| iShares Core U.S. Aggregate Bond ETF iShares Trust | 2026-05-31 | $115.1M | $115.7M | -$5.4M |
| Strategic Advisers Fidelity Core Income Fund Fidelity Rutland Square Trust II | 2026-05-31 | $111.0M | $112.3M | $0 |
| Fidelity U.S. Bond Index Fund Fidelity Salem Street Trust | 2026-05-31 | $97.3M | $97.1M | $0 |
| Fidelity SAI Total Bond Fund Fidelity Salem Street Trust | 2026-05-31 | $95.8M | $95.8M | $0 |
| Fidelity Total Bond ETF Fidelity Merrimack Street Trust | 2026-05-31 | $90.6M | $94.0M | $0 |
| iShares 5-10 Year Investment Grade Corporate Bond ETF iShares Trust | 2026-05-31 | $88.9M | $88.6M | $11.5M |
| VANGUARD SHORT-TERM BOND INDEX FUND VANGUARD BOND INDEX FUNDS | 2026-06-30 | $81.5M | $83.2M | -$6.8M |
| iShares 1-5 Year Investment Grade Corporate Bond ETF iShares Trust | 2026-05-31 | $80.6M | $81.8M | -$13.4M |
| VANGUARD CORE BOND FUND VANGUARD MALVERN FUNDS | 2026-06-30 | $78.6M | $79.2M | $0 |
Largest exits in the latest quarter (fund held the bonds in its previous report, none now): Spectrum Preferred and Capital Securities Income Fund ($30.8M), BlackRock Strategic Income Opportunities Portfolio ($29.9M), LORD ABBETT BOND DEBENTURE FUND INC ($22.4M), Principal Spectrum Preferred Securities Active ETF ($14.6M), iShares iBonds Dec 2026 Term Corporate ETF ($14.5M), VANGUARD WELLESLEY INCOME FUND ($13.6M), iShares Flexible Income Active ETF ($11.0M), iShares iBonds 2026 Term High Yield and Income ETF ($4.2M), Frost Low Duration Bond Fund ($4.0M), VOYA INTERMEDIATE BOND FUND ($2.9M).
ETFs holding these bonds
From each ETF's own latest N-PORT report: the issuer's bonds as a share of the ETF's net assets. A holdings list, not a recommendation.
| ETF | Report | Bonds | Face value | Value | % of net assets |
|---|---|---|---|---|---|
| VCIT VANGUARD INTERMEDIATE-TERM CORPORATE BOND INDEX FUND | 2026-05-31 | 10 | $377.8M | $380.6M | 0.55% |
| BND VANGUARD TOTAL BOND MARKET INDEX FUND | 2026-06-30 | 15 | $356.1M | $360.4M | 0.09% |
| JPST JPMorgan Ultra-Short Income ETF | 2026-05-31 | 4 | $298.2M | $296.1M | 0.77% |
| VCSH VANGUARD SHORT-TERM CORPORATE BOND INDEX FUND | 2026-05-31 | 10 | $203.6M | $206.2M | 0.41% |
| BIV VANGUARD INTERMEDIATE-TERM BOND INDEX FUND | 2026-06-30 | 10 | $127.0M | $127.8M | 0.24% |
| AGG iShares Core U.S. Aggregate Bond ETF | 2026-05-31 | 22 | $115.1M | $115.7M | 0.08% |
| FBND Fidelity Total Bond ETF | 2026-05-31 | 5 | $90.6M | $94.0M | 0.36% |
| IGIB iShares 5-10 Year Investment Grade Corporate Bond ETF | 2026-05-31 | 10 | $88.9M | $88.6M | 0.49% |
| BSV VANGUARD SHORT-TERM BOND INDEX FUND | 2026-06-30 | 10 | $81.5M | $83.2M | 0.12% |
| IGSB iShares 1-5 Year Investment Grade Corporate Bond ETF | 2026-05-31 | 11 | $80.6M | $81.8M | 0.37% |
| SCHI Schwab 5-10 Year Corporate Bond ETF | 2026-06-30 | 10 | $65.4M | $65.4M | 0.56% |
| PULS PGIM Ultra Short Bond ETF | 2026-05-29 | 1 | $55.0M | $54.8M | 0.34% |
| USIG iShares Broad USD Investment Grade Corporate Bond ETF | 2026-05-31 | 22 | $50.7M | $51.3M | 0.29% |
| SPIB State Street(R) SPDR(R) Portfolio Intermediate Term Corporate Bond ETF | 2026-06-30 | 20 | $48.6M | $49.1M | 0.42% |
| SPSB State Street(R) SPDR(R) Portfolio Short Term Corporate Bond ETF | 2026-06-30 | 5 | $43.1M | $43.9M | 0.41% |
Default risk, three ways
Stock market: distance-to-default
Not computed: financial company (banks, insurers, BDCs and REITs carry leverage as their business, which the model misreads).
Bond market: priced-in odds
A 91 bp spread prices in about 1.5% a year of default odds (spread ÷ (1 − 40% recovery)). Fund-reported marks as of Jul 2026; the spread also pays for liquidity and risk premium, so this overstates actual defaults.
Accounts: Altman Z
Not available.
The stock side: 13F filings
What institutions report holding in COF's stock and options. Options are reported at the value of the underlying shares, not the premium paid; 13F lists long positions only, lags 45 days after quarter-end, and does not show whether puts hedge a stock position.
| Quarter-end | Stock holders | Stock value | Put managers | Puts (underlying value) | Call managers | Calls (underlying value) | Convertible holders |
|---|---|---|---|---|---|---|---|
| 2026-09-30 filings still arriving | 314 | $840.2M | 0 | — | 0 | — | 0 |
| 2026-06-30 | 2,104 | $104.45B | 47 | $1.11B | 46 | $1.26B | 1 |
| 2026-03-31 | 2,044 | $82.55B | 53 | $1.34B | 55 | $1.38B | 1 |
| 2025-12-31 | 2,176 | $129.55B | 53 | $1.56B | 49 | $1.74B | 0 |
| 2025-09-30 | 1,971 | $114.47B | 47 | $1.32B | 51 | $1.29B | 0 |
| 2025-06-30 | 1,930 | $117.24B | 46 | $1.16B | 57 | $1.49B | 0 |
Officials trading COF bonds
| Trade date | Official | Type | Description | Amount | Filing |
|---|---|---|---|---|---|
| 2026-06-30 | William R. Keating | purchase | Capital One Financial Corp | $1,001 - $15,000 | filing |
| 2026-06-30 | William R. Keating | purchase | CAPITAL ONE FINL CORP NOTE 7.62400% 10/30/2031 | $1,001 - $15,000 | filing |
| 2026-06-29 | William R. Keating | purchase | CAPITAL ONE FINL CORP NOTE 7.62400% 10/30/2031 | $1,001 - $15,000 | filing |
| 2025-10-31 | President Donald J. Trump | purchase | CAPITAL ONE FINANCIAL CO 04.493% 091131 DTD091125 | $100,001 - $250,000 | filing |
| 2025-10-01 | Ro Khanna | purchase | Capital One Financial Corp (1) | $1,001 - $15,000 | filing |
| 2025-06-02 | Neal P. Dunn | purchase | Capital One Financial Corporation Depositary shares each representing a 1/40th interest in | $1,001 - $15,000 | filing |
| 2025-06-01 | Neal Patrick Dunn | purchase | Capital One Financial Corporation Depositary Shares Each Representing A 1/40Th Interest In | $1,001 - $15,000 | filing |
| 2025-03-02 | Neal Patrick Dunn | purchase | Capital One Financial Corporation Depositary Shares Each Representing A 1/40Th Interest In | $1,001 - $15,000 | filing |
| 2024-03-07 | William R. Keating | purchase | Capital One Financial Corp | $1,001 - $15,000 | filing |
| 2023-05-05 | Neal P. Dunn | purchase | Capital One Financial Corporation Depositary shares each representing a 1/40th interest in | $1,001 - $15,000 | filing |
| 2014-10-20 | Sheldon Whitehouse | sale full | Capital One Financial Corp Pfd (NYSE) | $15,001 - $50,000 | filing |
| 2014-10-20 | Sheldon Whitehouse | sale full | Capital One Financial Corp Pfd (NYSE) | $15,001 - $50,000 | filing |
Sources: fund holdings and fund-reported marks from SEC Form N-PORT (published about 60 days after each month-end); 13F filings; House and Senate periodic transaction reports and OGE Form 278-T; Treasury yields from FRED. Findings from filings, not advice. How each number is computed.