No, I mean all of the characters. Often a text layer will not render any of the capital letters properly. You can take a look here:
This is 105px black Coalition font on a white background, with "Strong" anti-aliasing (but the render issues occur for any anti-aliasing type). The top set comprises the capital letters and the bottom set comprises the lowercase letters. You can see that the capital characters lack the "transparency noise" on the inside of the characters. I'm using Adobe Photoshop 7 and I've tested on both Windows Vista and Windows 7.
Occasionally a text layer will render the capital letters correctly, in which case any [Coalition] capital letter within that text layer will come out rendered correctly. But so far from my experience, more often than not the capital letters did not render properly.
It's a shame because other than that hitch, it's an excellent font.