On a cutting board, roughly chop cookies. Set aside.
In a medium bowl, mix condensed milk, and vanilla extract.
In a stand mixer with a whisk attachment, beat the heavy cream on a high speed until stiff peaks form.
Fold whipped cream into condensed milk mixture.
Once the whipped cream is fully incorporated, stir in cookies.
Line a 4 1/2 x 8/12 inch loaf pan with parchment.
Pour ice cream mixture into pan and crumble a few more cookies on top.
Place loaf pan into the freezer overnight, or until firm.