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The formation of novel macromolecular nano-architectures resulting from the interaction of micelles formed in alkaline solutions of polyisobutylene-block-poly(sodium methacrylate) diblock copolymers containing 20 monomer units in polyisobutylene block and 100, 280, or 425 monomer units in poly(sodium methacrylate) block with strong cationic polyelectrolytes, poly(N-ethyl-4-vinylpyridinium bromide) (DPw = 500) and 2,5-ionene bromide (DPw = 60) was examined by means of turbidimetry, analytical ultracentrifugation, and fluorescence spectroscopy (with the use of pyrene as a fluorescent probe). It was shown that the copolymer micelles mixed with the cationic polyelectrolytes at charge ratios Z = [+]/[-] not exceeding a certain critical value Z* < 1 form peculiar water-soluble complex species. These species are considered to be onion-like micelles, each containing a two-phase hydrophobic nucleus and a hydrophilic corona. The nucleus consists of a polyisobutylene core and a shell assembled from the fragments of water-insoluble interpolyelectrolyte complex while the corona is formed by the excess fragments of poly(sodium methacrylate) blocks not involved in the complexation with cationic macromolecules. The hydrodynamic characteristics of such water-soluble complex species were obtained by means of analytical ultracentrifugation and dynamic light scattering. Interpolyion exchange reactions proceeding upon an addition of poly(sodium methacrylate) (DPn = 400) to the solutions of the formed macromolecular nano-architectures were examined by means of analytical ultracentrifugation: a transfer of a certain fraction of cationic macromolecules from the water-soluble complex species to free chains of the linear homopolyelectrolyte was demonstrated to be a result of such reactions. At relatively high ionic strength of the surrounding medium ([NaCl] > 0.45 M in the case of poly(N-ethyl-4-vinylpyridinium bromide) and [NaCl] > 0.55 M in the case of 2,5-ionene bromide), the electrostatic interaction between the copolymer micelles and the cationic polyelectrolytes was found to be suppressed because of the screening effect of low molecular weight ions. The obtained macromolecular nano-architectures are thought to represent a novel type of polymeric hybrids combining properties of diblock copolymer micelles with some properties of common interpolyelectrolyte complexes formed upon the interaction of the oppositely charged homopolyelectrolytes.