Working over $\mathsf{ZF}$ with an embedding $j:V\prec V$ with a critical point $\kappa$. Take $\lambda=\sup_{n<\omega}j^n(\kappa)$. (You may assume $\mathsf{DC}_\lambda$ if you need, but I am not sure it is consistent with a Reinhardt cardinal.)
My question is: is there a family $\mathcal{A}\subseteq V_{\lambda+2}$ such that
- $j(\mathcal{A})=\mathcal{A}$, $j(x)=x$ for all $x\in\mathcal{A}$, and
- $\lvert\mathcal{A}\rvert\ge\lvert V_\lambda\rvert$?
Note that if we take $\mathcal{A}=\{x\subseteq V_{\lambda+1}\mid x=j(x)\}$, then $j(\mathcal{A})\neq \mathcal{A}$ since $\alpha\in\mathcal{A}$ for all $\alpha<\kappa$. Hence $\mathcal{A}$ has to be a proper subset of $\{x\subseteq V_{\lambda+1}\mid x=j(x)\}$.
If it has a negative answer, what is the least $\alpha$ which ensures the existence of a family $\mathcal{A}\subseteq V_\alpha$ with the mentioned conditions?