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You can use the AnonymousIdentificationEventArgs.AnonymousID property to set the anonymous identifier to a custom value during the AnonymousIdentification_Creating event. If you do not specify a value for the AnonymousIdentificationEventArgs.AnonymousID property during the AnonymousIdentification_Creating event, a Guid is used.
The AnonymousIdentification_Creating event is only raised when the anonymous identification is AnonymousIdentificationModule.Enabled.