Due to the way that groups are managed in Moodle, it is not possible to have an anonymous group assignment as the group name displays in the assignment submission area. This means that lecturers who may have set up the groups can easily differentiate between the submissions. Staff can view groups and group members by selecting Participants in the contextual navigation menu and choosing Groups from the enrolled users drop-down menu.
In Moodle 3.9, you can find the Groups menu by selecting Settings, then Users, then Groups.