There recently have been some changes to the terminology surrounding CRM updates, update rollups, and service packs. Long term the new naming/numbering scheme will probably be more consistent than saying “CRM 2013 SP1 UR2,” But it may confuse people used to the traditional names.
Update Rollup 1 has just been released for CRM 2015, but it is not called “Update Rollup 1.” It is called “Update .01.”
Since we can’t improve on the way others have explained it, here are the best links on the topics:
The CRM Team Blog has the official announcement of the new naming conventions.
The CRM in the Field Blog also discusses it, and has a great podcast you can download that explains what is new in the new release.
This download page is where you can get Update .01 for CRM server, client, and other pieces.