Apart from the iOS 9.2.1 update yesterday, Apple also released OS X 10.11.3. Similarly, the update does not contain any new features that I know of.
Apple’s release notes are vague at best:
The OS X El Capitan 10.11.3 update improves the stability, compatibility, and security of your Mac. This update is recommended for all OS X El Capitan users.
This update contains bug fixes and security updates.
If you’re the type of person who prefers to apply a Combo Update instead of updating through the Mac App Store, then you can download it directly from the link below.
You can also find it here, on Apple Support.