There are lots of mammals i can think of that are extant today and predate the Holocene. Pangolin's, hedgehogs, lagiomorphs, whales (not to sure about balleen whales) and anteaters.
Its a good question though, and i think quite a lot of the biggest megafauna died out then, like Indricotherium, but i dont think the extinction event can have been that severe, as it only appears as a minor setback when you look at it in the context of all developing mammal groups, which trimmed of only a few of the branches.
I dont know much about how other groups were affected like reptiles, birds (which only diversified i imagine), fish and invertabrates.
Afraid i cant find any figures or estimates