We demonstrate significantly improved magneto-optical trapping of molecules using a very slow cryogenic beam source and either rf modulated or dc magnetic fields. The rf magneto-optical trap (MOT) confines 1.0(3)x$10^5$ CaF molecules at a density of 7(3)x$10^6$cm$^{−3}$, which is an order of magnitude greater than previous molecular MOTs. Near Doppler-limited temperatures of 340(20)uK are attained. The achieved density enables future work to directly load optical tweezers and create optical arrays for quantum simulation.