It lived 66 million years ago, and it might be your ancestor:

Humankind’s common ancestor with other mammals may have been a roughly rat-size animal that weighed no more than a half a pound, had a long furry tail and lived on insects. In a comprehensive six-year study of the mammalian family tree, scientists have identified and reconstructed what they say is the most likely common ancestor of the many species on the most abundant and diverse branch of that tree — the branch of creatures that nourish their young in utero through a placenta. The work appears to support the view that in the global extinctions some 66 million years ago, all non-avian dinosaurs had to die for mammals to flourish.