Where do squirrels go when it rains?

I was photographing the rain drops and the tree leaves, when I saw this squirrel huddling on a tree branch. I wonder how dry he was under the tail that he draped over himself. Why didn't he climb into one of the squirrel nests in the neighborhood? Are the squirrel nests just for select squirrels?

P.S. I tried to lighten up this photo some. The light was so dim due to the thick clouds and falling rain. I hope you can see the squirrel.

P.S. P.S. I did not take any pictures of the alley puddle today. I took this picture under the eaves overhanging the house. I did not venture farther that that to take pictures. The rain was heavy at times and the temperatures were cold. Taking pictures in a cold rain is not my idea of fun.

[Milanie]

Neat find with that squirrel - he definitely looks hunkered down trying to keep dry - those tails are pretty handy. Love the raindrops you've caught.

[Pyrrhula]

A great lovely capture of this beautiful squirrel

[Ann H. LeFevre]

Well, he looks like he's managing. Sometimes the squirrels here stay on the branches too. Maybe they like the gentle raindrops- but who knows?! Good shot!