Given that there may be exceptions, can you usually expect protein to pass through?
Many proteins will pass through a 0.2 micron filter. If the proteins aggregate or if they stick to the filter material because it is charged, they may not.
Barring the above, a 0.2 micron filter will allow proteins up to 200kd to pass through. There are some proteins that are larger.
Editing with some source material.
Graphic from that presentation: