User blog comment:Simply Beautiful Art/A hierarchy of Greatly Mahlo OCFs/@comment-35392788-20190829125526/@comment-31663462-20190829133647

No, not quite. It only closes under the Mahlo operation, but it applies the Mahlo operation to $$\Xi(0,\dots,0,\alpha;0)$$. So it is the points where those ordinals are stationary, and the points that are stationary are also stationary, etc., which is just the Mahlo operation.