Well, not sure if there's an option in yum since most mirrors will deprecate other updates and use links to the most recent update.
I always create local yum repositories where I'll keep copies of each release and their updates separate from one another. If I wanted to update from 4.4 to 4.5, I'd just make the 4.6 directory unaccessible so the updates grab from the 4.5 instead.
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