COOK and stir carrots, onions and celery in hot oil in large saucepan on medium-high heat 3 min. Add chicken broth and water; stir. Bring to boil. Stir in broccoli and rice. Reduce heat to medium-low; simmer 10 to 15 min. or until vegetables are tender, stirring frequently.
USING a slotted spoon, place half of the vegetables and 1 cup of the milk into blender or food processor; cover. Blend until pureed. Set aside. Repeat with remaining vegetables and milk. Return soup puree to saucepan.
ADD cheese; cook until heated through, stirring occasionally.