Thread safety of yield return with Parallel.ForEach()

Consider the following code sample, which creates an enumerable collection of integers and processes it in parallel:

using System.Collections.Generic;
using System.Threading.Tasks;

public class Program
{
    public static void Main()
    {
        Parallel.ForEach(CreateItems(100), item => ProcessItem(item));
    }

    private static IEnumerable<int> CreateItems(int count)
    {
        for (int i = 0; i < count; i++)
        {
            yield return i;
        }
    }

    private static void ProcessItem(int item)
    {
        // Do something
    }
}

Is it guaranteed that the worker threads generated by Parallel.ForEach() each get a different item or is some locking mechanism around incrementation and returning of i required?