Ultra Pasteurization and Pasteurization
This is an interesting question and it is rather hard to find reliable information. According to a review which also did a meta analysis of all available articles, pasteurization (and also ultra pasteurization) affects the vitamins to some degree. 

According to the analysis, vitamin B1, B2, B6, B12, C, E and folate decreased. The author notes however, that with the exception of vitamin B2, where milk is an important dietary source, the other vitamins are not included in very high concentrations. See the first paper for all details.

These findings are supported by another review (see reference 2), which shows some values in table 4:



This study finds proteins and amino acids not affected to a measurable degree, but data on protein behaviour is missing. My guess is that a part of the proteins are denaturated, but not all of them. There is some research which analyzes the effect of thermal treatment on milk in connection with other processes like the yoghurt or cheese production (have a look at reference 3). I haven't found any data on the proteins in milk which is directed to human consumption.

References:


A systematic review and meta-analysis of the effects of
pasteurization on milk vitamins, and evidence for raw milk
consumption and other health-related outcomes.
Which Milk is Fresh?
The Effect of UHT and VAT Thermal Processing Systems on Whey Protein
Denaturation and Gel Strength of yoghurt