Nexus 6 on AT&T updated with Google's January Android security patches
There aren't any other changes in the update, but this doesn't mean you should skip it. Android security updates seal security vulnerabilities in the operating system's code that can be exploited by attackers for malicious purposes. You can learn more about these exploits by following Google's Android security bulletin. Keeping devices updated is good practice both on manufacturers and users' behalf.
If you haven't received the update yet, you can do it manually from the handset's Settings menu.
source: AT&T via GSMArena