Srimad-Bhagavatam: Canto 3 - Chapter 1 - Verse 6


अद्राक्षमेकमासीनं विचिन्वन् दयितं पतिम् ।श्रीनिकेतं सरस्वत्यां कृतकेतमकेतनम् ॥ ६ ॥


adrākṣam ekam āsīnaṁvicinvan dayitaṁ patimśrī-niketaṁ sarasvatyāṁkṛta-ketam aketanam


Thus following, I saw my patron and master [Lord Śrī Kṛṣṇa] sitting alone and deeply thinking, taking shelter on the bank of the river Sarasvatī although He is the shelter of the goddess of fortune.


Those who are in the renounced order of life often take shelter underneath a tree. The Lord was found by Uddhava in that condition of taking shelter as do persons who have no shelter. Because He is the proprietor of everything, everywhere is His shelter, and everywhere is under His shelter. The entire material and spiritual cosmic manifestation is sustained by Him, and therefore He is the shelter of everything. So there was nothing astonishing in His taking shelter in the way of the unsheltered who are in the renounced order of life.