Input.GetAxis("Mouse X") not working on Windows10 in Parallels on Mac

I have Unity 5.3.4f1 installed on Windows 10 on parallels on my MacBook Pro.

This works fine native on the mac but not inside the virtual machine:

void Update () {
        float rotationSpeed = 5.0f;
        float mouseX = Input.GetAxis("Mouse X") * rotationSpeed;
        float mouseY = Input.GetAxis("Mouse Y") * rotationSpeed;
        print("MouseX: " + mouseX);
        transform.rotation = transform.rotation * Quaternion.Euler(-mouseY, mouseX, 0);

Any known issues?

Quit an interesting problem.
I found a solution for the Mac with Parallels 11 and Windows 10.
Turns out for the Mouse X and Mouse Y to work, I have to assign the mouse directly to the Virtual Machine and not as a shared device. I have to go to menue → external devices → (pick the mouse)