We demonstrate significantly improved magneto-optical trapping of molecules using a very slow cryogenic beam source and RF modulated and DC magnetic fields. The RF MOT confines $1.1(3) times 10^5$ CaF molecules at a density of $4(1) times 10^6$ cm$^{-3}$, which is an order of magnitude greater than previous molecular MOTs. Near Doppler-limited temperatures of $340(20)$ $mu$K are attained. The achieved density enables future work to directly load optical tweezers and create optical arrays for quantum simulation.