The legal issue at hand has to do with what constitutes a "fixture". If personal property is affixed to real estate in a permanent or semi permanent way. So window curtains would not be a fixture but carpeting or as in your case, a ceiling fan, would be. This means that it is now the landlord's property unless you have an agreement or clause in your lease providing otherwise. To remove a fixture is considered to be damaging the property, so yes, you could lose all or a portion of your security deposit.