Liposomes composed of fatty acids and phospholipids are frequently used as model systems for biological cell membranes. In many applications, the encapsulation of proteins and other biomacromolecules in these liposomes is essential. Intriguingly, the concentration of entrapped material often deviates from that in the solution where the liposomes were formed. While some reports mention reduced concentrations inside the vesicles, concentrations are also reported to be enhanced in other cases. To elucidate possible drivers for efficient encapsulation, we here investigate the encapsulation of model proteins in spontaneously forming vesicles using molecular dynamics simulations with a coarse grained force field for fatty acids and phospholipids as well as water-soluble and transmembrane proteins. We show that, in this model system, the encapsulation efficiency is dominated by the interaction of the proteins with the membrane, while no significant dependence is observed on the size of the encapsulated proteins nor on the speed of the vesicle formation, whether reduced by incorporation of stiff transmembrane proteins or by the blocking of the bilayer bulging by the presence of another membrane.