This note describes how the incomplete markets model with aggregate uncertainty in Den Haan, Judd, and Juillard (2008) is solved using standard quadrature and projection methods. This is made possible by linking the aggregate state variables to a parameterized density that describes the cross- sectional distribution. A simulation procedure is used to obtain "reference" moments that can improve the shape of the density without adding additional state variables. This note compares several simulation procedures in which there is— as in the model— no cross-sectional sampling variation.