This should work:
```python
In [1]: import numpy as np

In [2]: a = np.zeros((2, 3))

In [3]: a[0, 0] = float('nan')

In [4]: a
Out[4]: 
array([[ nan,   0.,   0.],
       [  0.,   0.,   0.]])

In [5]: np.where(np.isnan(a), "NaN", a.astype(object)).tolist()
Out[5]: [['NaN', 0.0, 0.0], [0.0, 0.0, 0.0]]
```