1. Place the milk, whipping cream, egg, sugar and vanilla in the bowl fitted with the mixer. Cook at speed 3 at 200°F for 8 minutes, without the stopper.
2. Add the rice and cook at speed 3 at 200°F for 30 minutes without the stopper.
3. At the end of cooking, let rice cool for about 30 minutes.
4. Transfer to a separate bowl, cover with plastic wrap and refrigerate for at least 2 hours before serving. The pudding will get thicker as it cools off.