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What would be the significance of finding erythrocytes and/or large protein molecules in the urine?

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The presence of erythrocytes aka red blood cells aka RBC's may be a sign of kidney diseases that damage the filtering units of the kidneys which allow the RBC's to leak into the urine. It could also be a sign of kidney stores, kidney infection, bladder infection, and rarely bladder cancer or sickle cell disease.

The presence of proteins in the urine indicates kidney damage.  Persistent protein in the urine can be suggestive that the kidney's filtering function has been damaged by chronic kidney disease.

The important thing is to not only look at your lab test values but also look to the patient for answers.  Listen to what they're telling you. Are they experiencing burning with urination?  Are they have frequent episodes where they feel like they have to urinate, but only produce a small amount of urine?  Have they had recent trauma to their pelvis or back?  Are they experiencing back pain?  Are they noticing a foul odor when they urinate?  Let your patient be your guide.
Large protein molecules in the urine - you are probably referring to albuminuria.  Albumin is the main plasma protein in our body.  It is synthesized by the liver and is reponsible for many things - carrying hydrophobic drugs and hormones around in the plasma, transporting unconjugated bilirubin from the spleen to the liver, etc - just to name a few.  It is also responsible for the colloid (oncotic) forces in our capillary filtration system (do a google search for starling forces).  Colloid (oncotic) pressure "holds" water in the plasma - which keeps our plasma in our blood vessels, where it belongs.
Lack of albumin can occur in the setting of liver disease (decreased production) or renal disease (massive losses of albumin in the urine faster than the liver can compensate for by making more at such high rates).  Hypoalbuminemia can present with MANY symptoms.  Google "third spacing," "hypoalbuminemia dependent edema," and "hypoalbuminemia ascites," to name a few.
Anyway, albumin is not supposed to be present in the urine!!!  This is because albumin is NOT supposed to pass through the glomerular filtration apparatus.  The kidney has millions of nephrons which have tiny filtration apparatuses.  The filtration apparatus contains many parts including the glomerulus.  The podocytes (foot processes) of the glomerulus control the filtration of proteins from the capillary lumen into Bowman's space.  These foot processes have a negatively charged coat (glycocalyx) that limits the filtration of negatively charged molecules, such as serum albumin.
Under normal circumstances, the glomerulus of the nephrons is intact.  Glucose will be filtered, but is all reabsorbed in the proximal convoluted tubule (unless you have severe diabetes, then you actually are filtering sugar faster than you can reabsorb it and it will spill into the urine and be voided out of the body).  Electrolytes will be filtered.  But albumin, owing to electrostatic repulsion.  Albumin has a very strong negative charge, owing to its composition.  Albumin contains many acidic amino acids, which are amino acids that contain -COOH (carboxylic acid) functional groups.  Carboxylic acids are pretty acidic and easily deprotonated into COO- groups.  (The more stable the conjugate base, the stronger the acid...and carboxylic acids have a pKa of 5 or so which is pretty strong for an organic acid).  Anyway, the this negative charge created by all of the COO- groups on albumin result in a repulsive effect; albumin is repelled from the negative charges on the podocytes of the glomerular filtration apparatus membrane.
If renal damage has occurred, the glomeruli are damaged, and the negative charge on that piece of the renal filtration apparatus is lost.  This allows albumin to spill into the urine.  In fact, one of the first signs of diabetes is microalbuminuria (small amounts of albumin are present in the urine).  Microalbuminuria can often be detected before overt signs of diabetes show up (polyuria, polydipsia, polyphagia, weight loss if diabetes type 1, etc).  A special sensitive dipstick test is usually needed to detect microalbuminuria.  Later on, as the damage becomes more signigicant, lots of albumin makes its way into the urine, a standard dipstick test can pick it up.  And at this point, the patient will be third spacing because the liver cannot synthesize albumin as fast as the body is losing it....they could have ascites, pleural effusion, dependant pitting edema (swollen ankles), etc.
Nephrotic syndrome is kidney disease characterized by edema and the loss of protein from the plasma into the urine due to increased glomerular permeability.  Nephrotic syndrome may be caused by primary (idiopathic) renal disease or by a variety of secondary causes. Patients present with marked edema, proteinuria, hypoalbuminemia, and often hyperlipidemia.
On the other hand, hematuria (RBC's in the urine) is a sign of infection   A urinary tract infection that has ascended to the kidneys (pyelonephritis) can cause it (in this case, we will also expect to see elevated urine WBC's, leukocyte esterase, and other markers of urinary tract infection and especially epithelial cells if it has made its way all the way up to the kidneys as in a pyelonephritis situation).  Most likely culprit of UTI is E. Coli.
RBC's in the urine can also indicate nephritic syndrome.  Glomerulonephritis (nephritic syndrome) is a disorder of glomeruli (clusters of microscopic blood vessels in the kidneys with small pores through which blood is filtered). It is characterized by body tissue swelling (edema), high blood pressure, and the presence of red blood cells in the urine.
Nephritic syndrome has TONS of possible causes.  Post streptococcal glomerulonephritis can cause it.  Lupus can cause it.  Certain nephrotoxic drugs can cause it.
I think it would indicate some sort of kidney damage.  Kidneys are filters and should not let erythrocytes through into urine if working properly also with protein I think if an excess is in the bloodstream it will be filtered out, but I'm not sure about "large" molecules?  I think that proteins are larger in general when compared to other molecules in biology?  But this is a good question and I am curious to see what other folks have to say on this.
The presence of erythrocytes in urine is a medical condition known as hematuria. It can be benign if it is once in a while. It could be due to unknown reasons or urinary tract malfunction including tumor somewhere in the tract. Presence of large protein molecules in urine are also indicative of UT malfunction and/or infection.
Hope this helps.