Albert Barnes Commentary Mark 4:10-12

"And when he was alone, they that were about him with the twelve asked of him the parables. And he said unto them, Unto you is given the mystery of the kingdom of God: but unto them that are without, all things are done in parables: that seeing they may see, and not perceive; and hearing they may hear, and not understand; lest haply they should turn again, and it should be forgiven them." — Mark 4:10-12 (ASV)

When he was alone. That is, he was separate from the multitude. When he withdrew from the multitude, a few followed him for the purpose of further instruction.