columns = pd.MultiIndex.from_product([['a', 'b', 'c'], list(range(2))])
a = pd.DataFrame(0.0, index=list(range(3)), columns=columns, dtype='float')
index = pd.MultiIndex.from_product([['b'], list(range(2))])
b = pd.Series([13.0, 15.0], index=index)
a.loc[1, 'b'] = b
print(a)
Pandas DataFrame contains NaNs after write operation