AT&T is now rolling out Android 6.0 Marshmallow to the BlackBerry Priv. While the update has been available to unlocked Priv's for a while now, and even hit the T-Mobile variant in mid-June, it's good to see it landing for the AT&T model.
Effective July 13, 2016, AT&T released a software update for the PRIV™ by BlackBerry® (STV100-1). You can download the update via Firmware Over The Air (FOTA). A Wi-Fi connection is required.
Once downloaded, you can expect the usual Marshmallow goodies, including granular app permissions, adoptable storage, and better battery life thanks to Doze mode.
In any case, if you haven't yet received an update notification, you can manually check by heading to the "About device" section of your Settings.