  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.
