In a large mixing bowl, whip the cold heavy cream until stiff peaks form.
In a separate bowl, combine the sweetened condensed milk and vanilla extract.
Fold the whipped cream into the condensed milk mixture until just combined.
Fold in the chopped Oreos, reserving a few for the top.
Pour the mixture into a loaf pan or freezer-safe container and smooth the top.
Top with the remaining chopped Oreos and cover with plastic wrap.
Freeze for at least 6 hours or until firm.
Scoop and serve straight from the freezer!