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We consider the von Neumann and R'enyi entropies of the one dimensional quarter-filled Hubbard model. We observe that for periodic boundary conditions the entropies exhibit an unexpected dependence on system size: for L=4 mod 8 the results are in agreement with expectations based on conformal field theory, while for L=0 mod 8 additional contributions arise. We explain this observation in terms of a shell-filling effect, and develop a conformal field theory approach to calculate the extra term in the entropies. Similar shell filling effects in entanglement entropies are expected to be present in higher dimensions and for other multicomponent systems.

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