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MILLENNIUM PARTNERS, L.P.
> SAXN
| Date | Name | Ticker | Shares | Change | Value | Change | Price |
| 09/30/2007 | SAXON CAPITAL INC | SAXN | 0 | -403,000 | 0 | -5,658,000 | |
| 06/30/2007 | SAXON CAPITAL INC | SAXN | 0 | -403,000 | 0 | -5,658,000 | |
| 03/31/2007 | SAXON CAPITAL INC | SAXN | 0 | -403,000 | 0 | -5,658,000 | |
| 12/31/2006 | SAXON CAPITAL INC | SAXN | 0 | -403,000 | 0 | -5,658,000 | |
| 09/30/2006 | SAXON CAPITAL INC | SAXN | 403,000 | 371,990 | 5,658,000 | 5,303,000 | $14.04 |
| 06/30/2006 | SAXON CAPITAL INC | SAXN | 31,010 | -17,250 | 355,000 | -149,000 | $11.45 |
| 03/31/2006 | SAXON CAPITAL INC | SAXN | 48,260 | 5,360 | 504,000 | 18,000 | $10.44 |
| 12/31/2005 | SAXON CAPITAL INC | SAXN | 42,900 | -100,708 | 486,000 | -1,965,000 | $11.33 |
| 06/30/2005 | SAXON CAPITAL INC | SAXN | 143,608 | 41,408 | 2,451,000 | -1,000 | $17.07 |
| 12/31/2004 | SAXON CAPITAL INC | SAXN | 102,200 | 102,200 | 2,452,000 | 2,452,000 | $23.99 |
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