Chapter IV Sloka 06

Ajae=ip sÚVyyaTma -UtanamIñrae=ip sn!,
àk«it< Svamixóay s<-vaMyaTmmayya.

ajo'pi sannavyay˜tm˜ 
bh¨t˜n˜mŸþvaro'pi san |
prak®tiÕ sv˜madhiÿ÷h˜ya 
sambhav˜my˜tmam˜yay˜ ( 4|06)||

Though I am unborn, of imperishable nature, and though I am the Lord of all beings, yet, governing My own Nature, I am born by My own Maya.

Man is bound by Karma. So he takes birth. He is under the clutches of Nature. He is deluded by the three qualities of Nature whereas the Lord has Maya under His perfect control. 

He rules over Nature, and so He is not under the thraldom of the qualities of Nature. He appears to be born and embodied through His own Maya or illusory power, but is not so in reality. His embodiment is, as a matter of fact, apparent. It cannot affect in the least His true divine nature. ( Cf . IX. 8)