Butter two loaf pans. You can use two 9x5 loaf pans.
Whip up cake mix according to package directions.
Divide among your loaf pans.
Beat cream cheese and sour cream in a stand mixer until smooth.
Beat in egg, sugar, and vanilla and mix until smooth.
Drop spoonfuls of the cheesecake batter randomly over the top of the loaves. Using a butter knife or the back of a wooden spoon, swirl the cheesecake into the loaves. Be careful not to swirl too much or they will just blend.
Bake for 30-35 minutes. Cool completely and then remove from pans.
To make the frosting
Mix butter and cream cheese until smooth with a hand mixer.
Mix in powdered sugar, 1 cup at a time.
Add vanilla and 1 teaspoon heavy cream and mix until smooth.
Add more cream, 1 teaspoon at a time, until the frosting reaches desired consistency. Store in refrigerator.