diff --git a/src/MCMCChains.jl b/src/MCMCChains.jl
index b7d0ff94..4a43de1e 100644
--- a/src/MCMCChains.jl
+++ b/src/MCMCChains.jl
@@ -37,7 +37,7 @@ Parameters:
 The `info` field can be set using `setinfo(c::Chains, n::NamedTuple)`.
 """
 struct Chains{A, T, K<:NamedTuple, L<:NamedTuple} <: AbstractChains
-    value::AxisArray{Union{Missing,A},3}
+    value::AxisArray{A,3}
     logevidence::T
     name_map::K
     info::L
diff --git a/src/chains.jl b/src/chains.jl
index f4b12634..b02fb010 100644
--- a/src/chains.jl
+++ b/src/chains.jl
@@ -90,7 +90,7 @@ function Chains(val::AbstractArray{A,3},
 
     # Construct the AxisArray.
     axs = ntuple(i -> Axis{names[i]}(axvals[i]), 3)
-    arr = AxisArray(convert(Array{Union{Missing,A},3}, val), axs...)
+    arr = AxisArray(val, axs...)
     return sort(
         Chains{A, typeof(evidence), typeof(name_map_tupl), typeof(info)}(
             arr, evidence, name_map_tupl, info)
@@ -168,8 +168,8 @@ end
 Base.getindex(c::Chains, i1::T) where T<:Union{AbstractUnitRange, StepRange} = c[i1, :, :]
 Base.getindex(c::Chains, i1::Integer) = c[i1:i1, :, :]
 Base.getindex(c::Chains, v::Symbol) = c[[v]]
-Base.getindex(c::Chains, v::String) = Array(c[:, [v], :])
-Base.getindex(c::Chains, v::Vector{String}) = Array(c[:, v, :])
+Base.getindex(c::Chains, v::String) = c[:, [v], :]
+Base.getindex(c::Chains, v::Vector{String}) = c[:, v, :]
 
 function Base.getindex(c::Chains, v::Vector{Symbol})
     syms = _sym2index(c, v)
@@ -198,6 +198,8 @@ function Base.getindex(c::Chains{A, T, K, L}, i...) where {A, T, K, L}
 end
 
 Base.setindex!(c::Chains, v, i...) = setindex!(c.value, v, i...)
+Base.lastindex(c::Chains) = lastindex(c.value, 1)
+Base.lastindex(c::Chains, d::Integer) = lastindex(c.value, d)
 
 """
     Base.get(c::Chains, v::Symbol; flatten=false)