pd.Series(dti) shares data with dti --> DatetimeIndex mutated
Appears to be specific to tz-aware

```
dti = pd.date_range('2016-01-01', periods=10, tz='US/Pacific')
ser = pd.Series(dti)
ser[::3] = pd.NaT

>>> dti
DatetimeIndex([                      'NaT', '2016-01-02 00:00:00-08:00',
               '2016-01-03 00:00:00-08:00',                       'NaT',
               '2016-01-05 00:00:00-08:00', '2016-01-06 00:00:00-08:00',
                                     'NaT', '2016-01-08 00:00:00-08:00',
               '2016-01-09 00:00:00-08:00',                       'NaT'],
              dtype='datetime64[ns, US/Pacific]', freq='D')
```