Don't think its a lager- I'd say more along the lines of a strong ale. Seems like Belgian yeast (something like Whitelabs Trappist or Belgian Strong?). The main flavor that comes through other than malt is nutmeg, though I can't tell if the spice comes from the yeast or from actual spice additions.
Dry with a surprisingly clean body (maybe this is where you are getting black lager from?) but it retains a pretty decent mouth-feel.
Bought a couple six pack back in December and loved it. My favorite edition yet (in the three years that I've known about Anchor Christmas ales). Just bought a six pack for a good bit more than I would usually spend on commercial beer, but I haven't seen it anywhere since January and didn't want to miss the chance to save a few for next year.
Would love to know if anyone has been working on a clone...