Liquidity Management in Fixed Income Portfolios

ABC Fixed Income Management, a firm managing a $500 million bond portfolio, is considering its liquidity strategy as the market experiences heightened volatility. The firm holds a mix of government bonds, corporate bonds, and mortgage-backed securities. Given the potential for rapid market changes and the need to meet unexpected cash flow requirements, the portfolio manager is evaluating the liquidity profile of their current holdings and potential trades.

Which of the following strategies is most likely to enhance the liquidity of ABC Fixed Income Management's portfolio without compromising its return objectives?