This looks like a standard Consumer Privacy Notice that you usually get inside a welcome package when you sign up for a credit card.Thanks Brian123 for posting. I too received it , googled the phone number and the only result was this post, thanks to you.
I hope the Admin would allow the phone number number so other people can find info on this scam, when they look it up on google: 1-833-265-2663
As you guys can see it looks very "official". I called Capital One (their official number from their own website) and talked to their online banking but they could not confirm the number as belonging to them. And the rep told me these notices each have a BR number (in this case BR423559) but that number is not in her system. Unfortunately she wouldn't take my contact info, but she told me she is putting in a notice of the descriptions I gave her, and forward to their security staff.
I'm very interested in how OP concluded it's a scam.
For me the red flags that triggered me into googleing the phone number were:
1. I don't have a Capital One account (but I did have one I closed 6+ years ago)
2. My name on the envelope had incorrect middle initial
3. I googled the phone number and came across this post, so I registered just to post a reply... because I think it's worth doing what we can to stop scammer (I also work in IT security).
I called the scammer number 1-833-265-2663. Initially it asks you "Please enter your credit card number" with an option if you don't remember. Then it asks you for your full SSN. Then it connects you to a "live rep".
The live rep couldn't really speak english. Name was "Jose" (hoe - ze). Latin American. Started asking for personal info of course...
Well that's all I have for now. I edited some personally identifiable info from my pics.
I think this scam has potential to affect many people because it looks very official and innocent. But people will call thinking their identity was stolen because they don't have a Capital ONE account.
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By law, they have to allow you to limit information sharing, so these notices explain your legal rights under federal law, and as you can see under the stricter terms of various State laws if you are a resident of those States.
https://www.capitalone.com/privacy/notice/
Here's a copy from Capital One's website. Notice that the phone number is different. However, that form says the revision date on the website is 8/2023 and yours says revision date 10/2023.
To be safe, I would NOT call any numbers except the one on Capital One's website or on the back of your card.
If you do not have a Capital One credit card, I suggest pulling a copy of your credit report, for free, under the FACT Act, from https://www.annualcreditreport.com/index.action and seeing if there are any credit card accounts you do not know about.
Sometimes, after a data breach people will sign up for credit cards in your name and....wait for it....pay them every month to pump up your credit score.
Why? Well, when they juice your score eventually they can get the big boy cards with huge spending limits that they don't give to people with thin credit files.

If you see any Capital One credit cards and know you don't have any, call Capital One and have them shut down the card accounts. Then you need to alert at least one of the three major credit bureaus to put an initial fraud alert on your file (they'll alert the other two), then file a fraud victim report with the FTC, and send it to one of the credit bureaus, such as TransUnion, to get an extended Fraud Alert (7 years).
While you have a Fraud Alert, lenders will take additional steps to verify it's you, such as asking for photo ID and a copy of your Social Security Card, when you apply for credit, or calling you at the numbers listed on the Fraud Alert.
You might consider freezing your credit files. You will need to do this with TransUnion, Equifax, and Experian. You'll need to remember to schedule a thaw on all three if you want to apply for credit as the inquiries won't go through with a frozen report.