Shrimp and Lentil Soup

PreparationMake shrimp broth: Preheat oven to 450°F. Peel and devein half of shrimp. Reserve peeled shrimp for soup. Place shells and remaining shrimp on heavy large baking sheet. Roast until shells begin to brown, stirring occasionally, about 15 minutes. Heat oil in large Dutch oven over medium-high heat. Add carrots and next 8 ingredients and sauté until vegetables begin to brown, about 15 minutes. Add roasted shrimp and shells, clam juice, wine, tomatoes and brandy. Simmer 30 minutes. Cool 5 minutes. Strain broth into heavy large saucepan, pressing hard on solids. Boil broth until reduced to 4 cups, if necessary. Make soup: Melt butter in heavy large saucepan over medium heat. Add carrot, onion and bay leaves and sauté until vegetables begin to brown, about 10 minutes. Add shrimp broth and lentils. Bring to boil. Reduce heat to medium-low. Cover and simmer until lentils are tender, about 45 minutes. Transfer 1 1/2 cups soup to blender and puree until smooth. Return to saucepan. (Can be prepared 1 day ahead. Cover and refrigerate. Bring to simmer before continuing.) Add reserved shrimp to soup; simmer until cooked through, about 4 minutes. Season with salt and pepper. Ladle soup into bowls.