You should register the model parameters as nn.Parameter. Otherwise the tensors won’t be properly registered.
Alternatively, you could call register_parameter on the tensors.
class Model(nn.Module):
    def __init__(self):
        super(Model, self).__init__()
        self.l1 = nn.Parameter(torch.zeros(2,2))
    def forward(self):
        return self.l1

model = Model()
list(model.parameters())