WinPolicies utilizes HKCU\Software\WinPolicies to store some of its information.
Some of the information it currently stores is:
The set of alternate credentials to use (if you chose to save it)
If you changed the font the font information is saved and reloaded for next time.
This is the information currently stored there:

[HKEY_CURRENT_USER\Software\Winpolicies]
"Username"="administrator"
"Domain"="reeftank"
"pwdEncrypted"="▒QÇeAAßY"

[HKEY_CURRENT_USER\Software\Winpolicies\Font]
"lfHeight"=dword:fffffff3
"lfWidth"=dword:00000000
"lfEscapement"=dword:00000000
"lfOrientation"=dword:00000000
"lfWeight"=dword:00000190
"lfItalic"=hex(4):00
"lfUnderline"=hex(4):00
"lfStrikeOut"=hex(4):00
"lfCharSet"=hex(4):00
"lfOutPrecision"=hex(4):01
"lfClipPrecision"=hex(4):02
"lfQuality"=hex(4):01
"lfPitchAndFamily"=hex(4):31
"lfFaceName"="Courier"