We demonstrate the production of high density cold atom samples (2e14 atoms/cc) in a simple optical lattice formed with YAG light that is diffracted from a holographic phase plate. A loading protocol is described that results in 10,000 atoms per lattice site. Rapid free evaporation leads to phase space densities of 1/150 within 50 msec. The resulting small, high density atomic clouds are very attractive for a number of experiments, including ultracold Rydberg atom physics.
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