An American idiom:

To be cautious and cover all possibilities in a given situation or plan or endeavor. To be aware of all consequences and be prepared for them as best as possible.

This phrase obviously has a baseball origin. It's a reference to the pitchers responsibility to make sure no one steals a base before his pitch. With bases loaded, he obviously has to keep an eye on all the bases.

See also leaving no stone unturned for a somewhat similiar definition.

Part of the American Idioms project on everything2

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