AT&T and Samsung are both notoriously bad with Android updates, but they've done a good job with this latest update for the Galaxy Note5 and the Galaxy S6 edge+. Not only does this update bring the latest security update, but it also adds support for AT&T WiFi calling and Advanced Messaging.
Also included in this update is the September security patch. Considering that the AT&T Galaxy S7 edge still doesn't have this (and neither does the T-Mobile model), this is fairly impressive. (Bonus tidbit: the AT&T Galaxy S5 got the September security patch before any of these.)
The update should be rolling out already for both the Galaxy Note5 and S6 edge+. It comes in at a size of between 405 and 436MB depending on your current software version. The baseband versions for the Note5 and S6 edge+ are N920AUCU3CPHA and G928AUCU3CPHA, respectively.