Entity Framework Multiplicity Limitations

I have the following (simplified) class structure:

public class Foo
{
    public ObservableCollection<Bar> Bars { get; set; }
}

public class Bar
{
    public Baz MyBaz { get; set; }    
}

public class Baz
{
    public ObservableCollection<Quux> Quuces { get; set; }
} 

Using the Entity Framework Code First, I initialize an instance of Foo with new (POCO) children.

If each set is Quucesempty, SaveChanges () works fine. However, if any collection Quucescontains Quux, I get:

Violation of plurality. The role "Baz_Quuces_Source", the relation "My.Model.Baz_Quuces", has a multiplicity of 1 or 0..1.

I did not explicitly set any relationships in my model.

What does it mean?