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Malware detection and classification has been the focus of extensive research over many years. However, less effort has been devoted to developing post-detection systems that identify specific malicious capabilities (or behaviors) in malware. Such systems play a critical part in identifying and mitigating the damage caused by malware attacks. Unfortunately, current methods for identifying malware capabilities involve substantial manual reverse engineering efforts and context switching between multiple tools, which slows down an investigation and gives attackers an advantage. In this paper, we propose DEEPCAPA, an automated postdetection system that uses machine learning to identify potentially malicious capabilities in malware in the form of MITRE ATT&CK techniques. Our system operates on sequences of API calls, extracted from the memory snapshots taken at key points during the (sandboxed) execution of malware. Our results demonstrate that DEEPCAPA can accurately identify malicious capabilities, achieving a precision of 95.80% and a recall of 93.76% across 29 different techniques.