Change Tracking doesn't return deletes

Hello,

I'm trying to use the new Change Tracking API in CRM 2015 Update 1 (Online).  I've enabled 'Change Tracking' on my entity.  Then I've made changes to items and even deleted a few.  When using the RetrieveEntityChangesRequest object to get items of type 'NewOrUpdatedItem' but I never get any with 'RemovedOrDeleted'.  Any ideas on this?  Is there something I need to do to get deleted items to show up in the change tracking api?  Thanks!