diff --git a/pandas/core/sorting.py b/pandas/core/sorting.py
index 27252b9616a44..a0cc196728e4b 100644
--- a/pandas/core/sorting.py
+++ b/pandas/core/sorting.py
@@ -431,11 +431,14 @@ def safe_sort(values, labels=None, na_sentinel=-1, assume_unique=False):
 
     def sort_mixed(values):
         # order ints before strings, safe in py3
+        num_pos = np.array([isinstance(x, (float, int, long)) for x in values],
+                           dtype=bool)
         str_pos = np.array([isinstance(x, string_types) for x in values],
                            dtype=bool)
-        nums = np.sort(values[~str_pos])
+        nums = np.sort(values[num_pos])
         strs = np.sort(values[str_pos])
-        return np.concatenate([nums, np.asarray(strs, dtype=object)])
+        others = values[~(str_pos | num_pos)]  # We don't bother sorting these
+        return np.concatenate([nums, np.asarray(strs, dtype=object), others])
 
     sorter = None
     if PY3 and lib.infer_dtype(values) == 'mixed-integer':
@@ -445,7 +448,9 @@ def sort_mixed(values):
         try:
             sorter = values.argsort()
             ordered = values.take(sorter)
-        except TypeError:
+        except (ValueError, TypeError):
+            # Period comparison may raise IncompatibleFrequency, which
+            # subclasses ValueError instead of TypeError
             # try this anyway
             ordered = sort_mixed(values)
 
diff --git a/pandas/tests/indexes/period/test_period.py b/pandas/tests/indexes/period/test_period.py
index e5ee078d3558d..eb7f47736c96f 100644
--- a/pandas/tests/indexes/period/test_period.py
+++ b/pandas/tests/indexes/period/test_period.py
@@ -11,6 +11,36 @@
 from ..datetimelike import DatetimeLike
 
 
+class TestPeriodLevelMultiIndex(object):
+    # TODO: Is there a more appropriate place for these?
+    def test_set_index(self):
+        # GH#17112
+        index = Index(['PCE'] * 4, name='Variable')
+        data = [Period('2018Q2'),
+                Period('2021', freq='5A-Dec'),
+                Period('2026', freq='10A-Dec'),
+                Period('2017Q2')]
+        ser = Series(data, index=index, name='Period')
+        df = ser.to_frame()
+
+        res = df.set_index('Period', append=True)
+        # If the doesn't raise then that's a good start
+        assert res.index.names == ['Variable', 'Period']
+
+    def test_from_arrays_period_level(self):
+        # GH#17112
+        index = Index(['PCE'] * 4, name='Variable')
+        data = [Period('2018Q2'),
+                Period('2021', freq='5A-Dec'),
+                Period('2026', freq='10A-Dec'),
+                Period('2017Q2')]
+        ser = Series(data, index=index, name='Period')
+
+        mi = pd.MultiIndex.from_arrays([ser.index, ser])
+        assert mi.names == ['Variable', 'Period']
+        assert mi.get_level_values('Variable').equals(index)
+
+
 class TestPeriodIndex(DatetimeLike):
     _holder = PeriodIndex
     _multiprocess_can_split_ = True