C# and immutability and readonly fields... a lie?

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I have found that People claim that using all readonly fields in a class does not necessarily make that class's instance immutable because there are "ways" to change the readonly field values even after initialization (construction).

How? What ways?

So my question is when can we really have a "real" immutable object in C#, that I can safely use in threading?

Also do anonymous types create immutable objects? And some say LINQ uses immutable objecst internally. How exactly?

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