AT&T's Galaxy Note 4 got Lollipop late last month, but now it's already getting another OTA with some bug fixes and feature tweaks. You spoil us, AT&T.
Here's the changelog from AT&T on the new update.
- Update Private Mode settings
- EAS fix for encryption bypass
- Removal of Softcard
- Emergency Dial fix related to Lookout & Mobile Locate
- Google Security Patches
The update is 142MB in size and will be delivered over WiFi only. You should be able to grab it right now from the update menu on your phone.