Milk is a complex mixture of proteins, fats, and nutrients. This painting from PDB-101 shows a cross section through a casein micelle (tan) and a fat globule (yellow) from cow's milk.
In the late 1800s, scientists discovered that casein, the most plentiful protein in milk, contains phosphorus. Subsequent research revealed that this phosphorus is part of phosphate groups attached to serine amino acids in the protein. Since then, many additional phosphoproteins have been discovered, along with a large collection of kinases that add phosphate groups to proteins and phosphatases that take them off.