The Borg assimilated... Seven assimilated a Krenim temporal scientist, who may or may not have been Annorax who Janeway found "delightful" during the course of Infinite Regress.
I doubt it was Annorax. AFAIK, his home time period was 200 years in Voyager's past. He would have been long dead by the time the Borg got to Krenim space.
And since Annorax's ship existed outside of normal spacetime, the Borg wouldn't even be able to detect it, let alone assimilate it.