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In this work, self-assembled magnetic CoFe2O4 (CFO) nanoparticles are introduced into YBa2Cu3O7-δ (YBCO) thin films as both cap and buffer layers to enhance the flux pinning properties. CFO nanoparticles are incorporated into the YBCO matrix by alternative laser ablation of the YBCO and CFO targets by employing the pulsed laser deposition method, which is compatible with the commercial processing method of coated conductors. By introducing ferromagnetic nanoinclusions, both magnetic and defect pinning can be incorporated into YBCO thin films to achieve stronger pinning effects under higher applied magnetic field regimes. Detailed microstructural studies are conducted to verify the morphologies of all doped samples. Both self-field and in-field performance (Jcsf and Jcin-field(H//c)) measured at various temperatures (65, 40, and 5 K) are studied. The results suggest that the CFO nanoparticle cap is an ideal approach to introduce ordered magnetic pinning centers in the YBCO thin films, which shows enhanced superconducting properties both at self-field and under high applied field regimes without degrading YBCO's intrinsic properties.