In a medium saucepan heat cream and milk until small bubbles form around edges of pan, slowly whisk the cream mix into the egg and sugar, while whisking return this combination back to saucepan.Return to medium heat and stir gently but all the time reaching all the corners of the pan until thickened and temperature reaches 170 on a instant read thermometer, remove from heat, strain sauce through a fine mesh strainer into a clean bowl, whisk in vanilla extract.Cool before covering whisking a few times to prevent skin from forming. When cold cover and keep in refigerator up to 3 days.