In ES6 we can do anonymous class:

var entity = class {
}

But we can also immediately instantiate it:

var entity = new class {
    constructor(name) { this.name = name; }
    getName() { return this.name; }
}('Foo');
console.log(entity.getName()); // Foo

What is done behind it, what advantage will it bring and what caveats will it also bring?