In [1]: import numpy as np

In [212]: x = np.arange(0,9).reshape(3,3)

In [213]: x
Out[213]:
array([[0, 1, 2],
       [3, 4, 5],
       [6, 7, 8]])

In [214]: x = np.ma.masked_where(x%4 == 0, x)

In [215]: x
Out[215]:
masked_array(data =
 [[-- 1 2]
 [3 -- 5]
 [6 7 --]],
             mask =
 [[ True False False]
 [False  True False]
 [False False  True]],
       fill_value = 999999)

# xのfill_valueを変更
In [216]: x.set_fill_value(-9999)

In [217]: x
Out[217]:
masked_array(data =
 [[-- 1 2]
 [3 -- 5]
 [6 7 --]],
             mask =
 [[ True False False]
 [False  True False]
 [False False  True]],
       fill_value = -9999)

# fill_valueを指定しない場合
In [218]: x.filled()
Out[218]:
array([[-9999,     1,     2],
       [    3, -9999,     5],
       [    6,     7, -9999]])

# fill_valueを指定する場合
In [220]: x.filled(fill_value=9999)
Out[220]:
array([[9999,    1,    2],
       [   3, 9999,    5],
       [   6,    7, 9999]])