0.12.0 concat() error
I run the following code on a list of DataFrames

```
columns = None
for portfolio_data in portfolio_data_list:
    print(portfolio_data.shape)
    if columns is None:
        columns = portfolio_data.columns
    else:
        print(all(portfolio_data.columns == columns))
portfolio_data = pd.concat(portfolio_data_list)
```

and get the following

> (15494, 12)
> (15534, 12)
> True
> (15584, 12)
> True
> (15557, 12)
> True
> (15555, 12)
> True
> (15555, 12)
> True
> (15600, 12)
> True
> Traceback (most recent call last):
>   File "M:/Projects/PortfolioAnalytics/Code/Python/attribution/TopContributors.py", line 1028, in <module>
>     portfolio_data = pd.concat(portfolio_data_list)
>   File "C:\Python27\lib\site-packages\pandas\tools\merge.py", line 878, in concat
>     verify_integrity=verify_integrity)
>   File "C:\Python27\lib\site-packages\pandas\tools\merge.py", line 929, in **init**
>     obj.consolidate(inplace=True)
>   File "C:\Python27\lib\site-packages\pandas\core\generic.py", line 770, in consolidate
>     self._consolidate_inplace()
>   File "C:\Python27\lib\site-packages\pandas\core\generic.py", line 752, in _consolidate_inplace
>     self._data = self._protect_consolidate(f)
>   File "C:\Python27\lib\site-packages\pandas\core\generic.py", line 790, in _protect_consolidate
>     result = f()
>   File "C:\Python27\lib\site-packages\pandas\core\generic.py", line 751, in <lambda>
>     f = lambda: self._data.consolidate()
>   File "C:\Python27\lib\site-packages\pandas\core\internals.py", line 1638, in consolidate
>     return BlockManager(new_blocks, self.axes)
>   File "C:\Python27\lib\site-packages\pandas\core\internals.py", line 1001, in __init__
>     self._verify_integrity()
>   File "C:\Python27\lib\site-packages\pandas\core\internals.py", line 1245, in _verify_integrity
>     tot_items))
> AssertionError: Number of manager items must equal union of block items
> # manager items: 12, # tot_items: 11
> 
> Process finished with exit code 1

What's going wrong?
