This month's Android security updates are rolling out, but they may be taking their time to get to your device. If you're too impatient, you can grab the full factory image and flash it or you can just download these smaller OTA files and sideload them. Here are the links you need and if you want to see the changelog before you head out, we've got you covered as well.
MMB29X -> MOB30D (April security update)
MOB30D -> MOB30H (May security update)
Nexus 9 WiFi
Nexus 9 (LTE)
Nexus 7 2013 WiFi
Nexus 7 2013 (LTE)
Nexus 10 (Lollipop)
No longer supported, probably, as discussed here.