How to access the full capacity of hard drives larger than 2TB with OS X Yosemite?

Last week, I bought a 4TB hard drive to connect to my MacBook Pro. My quest to have access to all the 4TB on my Mac was more difficult than expected.

After a lot of experimenting, I managed to create an exFat partition of 4TB. (For people who want to replicate my approach: I connected the HD using sata-cables to another computer, and booted the computer from a Windows 8.1 dvd. Next, I created the exFat partition using the partition manager on the dvd. When I started Windows 8, the disk manager showed me that I only had created a partition of 1.8TB. I removed this partition, and created a new one of 4TB. Next, I had access to the full 4TB of my new drive.)

Since OS X also supports exFat, I figured I should be able to see the partition I created on Windows. This turned out to be wrong. When I connected the HD to my Mac using a docking station, the HD was visible in Disk Utility, but there were no partitions associated with it. [edit] Diskutil list shows the disk as follows: /dev/disk2 #: TYPE NAME SIZE IDENTIFIER 0: GUID_partition_scheme *1.8 TB disk2 1: EFI EFI 209.7 MB disk2s1

Now comes the strange part. When I run a Windows 7 virtual machine and connect the HD to this virtual machine, I have full access to the full 4TB.

The only conclusion I can draw at this moment is that OS X Yosemite does not support hard drives larger than 2TB.

I would like to know if other Mac users have had more success than me in connecting a hard drive larger than 2TB to their Mac.