Polyelectrolyte complex coacervation is a process that has been proposed as a model for protocell formation due to its ability to compartmentalize chemicals in solution without a membrane. During the liquid-liquid phase separation that results in water rich and polyelectrolyte rich phases, small molecules present in solution selectively partition to one phase over the other. This sequestration is based on relative affinities. Here, a study of the sequestration of methylene blue (MB) into the complex coacervate phase of three pairs of synthetic polyelectrolytes is presented; branched polyethylene imine with polyacrylic acid, polyvinyl sulfonate, or poly(4-styrenesulfonic acid). These materials are characterized with UV-vis, zeta potential measurements, and dynamic light scattering. The branched polyethylene imine/poly(4-styrenesulfonic acid) system is shown to have a significantly higher sequestration capacity for the MB as compared to either of the other two systems, based on pi-pi interactions which are not possible in the other systems.