States on the Coulomb branch of N=4 super-Yang-Mills theory are studied from the point of view of gauged supergravity in five dimensions. These supersymmetric solutions provide examples of consistent truncation from type IIB supergravity in ten dimensions. A mass gap for states created by local operators and perfect screening for external quarks arise in the supergravity approximation. We offer an interpretation of these surprising features in terms of ensembles of brane distributions.