When blood is filtered at the glomerulus (filter unit) of the kidney, some substances don't even make it into the nephron. These include proteins, which are simply too big to diffuse from the capillaries and across the Bowman's capsule. As for what substances are reabsorbed (by active transport) into the bloodstream from the nephron, these include glucose, which is too valuable to be lost in urine. Urea and other substances are lost in the urine.
