title: NaNs appearing with Multindex assignment in Pandas
body: <p>I'm working on a problem where I'm trying to build a multiarray slice by slice, however I keep getting NaNs as a result. Here is a minimal working example:</p>
  
  <pre><code>midx = pd.MultiIndex(levels=[['zero', 'one'], ['x', 'y']], codes=[[1, 1, 0, 0], [1, 0, 1, 0]])
  df = pd.DataFrame(0, index=midx, columns=['A','B'])    #empty array
  df1 = pd.DataFrame(np.random.randn(2, 2))                   #the array I want my slice to equal
  
  df.loc['one']     # good so far
  df.loc['one']=df1 # ok .....
  df.loc['one']     # all NaNs
  
  ####### Output ########
  &gt;&gt;&gt; df
          A  B
  one  y  0  0
       x  0  0
  zero y  0  0
       x  0  0
  &gt;&gt;&gt; df.loc['one']
     A  B
  y  0  0
  x  0  0
  &gt;&gt;&gt; df.loc['one']=df1
  &gt;&gt;&gt; df.loc['one']
      A   B
  y NaN NaN
  x NaN NaN
  </code></pre>
  
  <p>Why is this, and how do I fix it?</p>