We have obtained spectra of the W Sgr system with the STIS spectrograph on the Hubble Space Telescope. The spectra resolve the system into a distant companion B which is the hottest star in the system and the spectroscopic binary (A = Aa + Ab). A and B are separated by 0.16. We have extracted the spectra of both of these. We see no flux in the Aa + Ab spectrum which cannot be accounted for by the Cepheid, and put an upper limit on the spectral type and mass of the companion Ab of F5 V and $leq$1.4Msun. Using the orbit from HST FGS measurements from Benedict, et al., this results in an upper limit to the mass of the Cepheid of $leq$5.4Msun. We also discuss two possible distant companions. Based on photometry from the 2MASS Point Source Catalog, they are not physical companions of the W Sgr system.
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