Update changelog for v0.39.0 release (#968)

* Update changelog for v0.39.0 release * Update CHANGELOG.md Co-authored-by: Ryan Fitzpatrick <[email protected]> Co-authored-by: Ryan Fitzpatrick <[email protected]>
signalfx · Nov 19, 2021 · 1ff1400 · 1ff1400
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 ## Unreleased
 
-- Add Chocolately package support. (#724)
+## v0.39.0
+
+This Splunk OpenTelemetry Collector release includes changes from the [opentelemetry-collector v0.39.0](https://github.com/open-telemetry/opentelemetry-collector/releases/tag/v0.39.0) and the [opentelemetry-collector-contrib v0.39.0](https://github.com/open-telemetry/opentelemetry-collector-contrib/releases/tag/v0.39.0) releases.
+
+### 💡 Enhancements 💡
+
+- Initial [Chocolatey package](https://github.com/signalfx/splunk-otel-collector/blob/main/docs/getting-started/windows-manual.md#chocolatey-installation) release
+- Update bundled Smart Agent to [v5.16.0](https://github.com/signalfx/signalfx-agent/releases/tag/v5.16.0)
+
+### 🧰 Bug fixes 🧰
+
+- Fix token passthrough for splunkhec receiver/exporter ([#5435](https://github.com/open-telemetry/opentelemetry-collector-contrib/pull/5435))
+- Fix --set command line flag functionality (#939)
 
 ## v0.38.1