Preheat the oven to 350°. Grease the bottom and sides of a 9x5 loaf pan with butter or vegetable shortening. Line width-wise with a small piece of parchment paper (not required but it will make it easier to take the bread out of the pan). Set aside.
First, make the cream cheese filling. In a large or medium bowl, add the cream cheese, sugar, flour, and egg.
Beat together using an electric hand mixer at medium speed until the cream cheese is smooth, about 5 minutes. Make sure there are no lumps. Set the cream cheese mixture aside.
Now, make the pumpkin bread. In a small bowl, whisk together the flour, baking powder, salt, pumpkin spice, and cinnamon.
In a separate large bowl, add the light brown sugar, sugar, and oil, and whisk until fluffy.
Add the egg, and whisk until combined. Add the egg yolk and vanilla extract, and continue whisking until just combined.
Pour the pumpkin puree and yogurt, and whisk until smooth.
Add the dry ingredients, and fold everything together with a wooden spoon or spatula until just combined. Some small lumps in the batter are okay.
Pour about half of the pumpkin bread batter into the parchment-lined loaf pan.
Spoon the cream cheese mixture over the batter, and spread evenly.
Pour the remaining half of the pumpkin bread batter, and spread it carefully over the cream cheese. It’s okay if the cream cheese mixes with the top layer of batter or shows through slightly. It will still bake nicely.
Bake for 1 hour, or until a knife inserted into the middle comes out clean.
Rest for about 30 minutes before serving. Serve at room temperature or warm.