The correct path of filtrate through a nephron of the kidney as it is processed into urine is ; Bowman's capsule, proximal tubule, descending limb of loop of Henle, thin segment of ascending limb, thick segments of ascending limb. distal tubule, collecting duct. Ultrafiltration occurs at the barrier between the blood and the filtrate in the glomerular capsule in the kidneys. The pressure and concentration gradients lead to a separation through a semipermeable membrane.