Today on 05/10, we rolled out a Security update with build number 16.0.6868.2062 available to all Office customers using Office on Windows Desktop. This update specifically contains security updates that are a part of your Office app.
To get the update now, open any Office 2016 app and click File > Account > Update Options > Update Now.
To learn more on Office Security updates for Current Channel, you can see our in-depth TechNet website, geared towards IT pro customers.
Thanks and have a great day,
The Office Team