Liquidity Management in Fixed Income Portfolio

A fixed income portfolio manager is evaluating the liquidity profile of a bond portfolio and is concerned about potential challenges in fulfilling redemption requests due to market conditions. The manager has a mandate to maintain a minimum liquidity threshold while targeting a yield above a benchmark. The portfolio consists of various bonds with different maturities, credit qualities, and market demand characteristics.

The portfolio manager is considering several actions to enhance the liquidity of the bond portfolio. Which of the following actions would most effectively improve the portfolio’s liquidity without significantly sacrificing yield?