Bake shrimp shells at 375 degrees F (195 degrees C) until dried and starting to brown on edges.
In an 8-quart pot, combine water, carrots, onions, celery, bay leaves, garlic, parsley, cloves, pepper, basil, thyme and shrimp shells. Bring slowly to a boil.
Reduce heat, and cook 5 to 7 hours. Replace water as needed, 2 or 3 times, by pouring more water down the inside of the pot.
Remove stock from heat, and strain. Press all liquid from the shells and vegetables, then discard them. Return liquid to heat, and reduce to 2 to 3 quarts, or to taste.
