Similar to previous iOS 9.x.x, the second build of iOS 9.2 is a minor update featuring under-the-hood enhancements, performance improvements, as well as bug fixes. According to Apple "This update contains security updates and bug fixes including a fix for an issue that could prevent the completion of app installation when using an MDM server".
iOS 9.2.1 is now available to download for free through Software Update or via iTunes.