I think that performance risk management is mostly about the call options and the negative convexity accordingly. you can't use duration only to control the risk or using only one treasury option to hedge the risk.

go to a book store looking for any bond books with chapters talking about CMBS, RMBS, CMO, etc. good luck.

I can spend days on it, but if it is for an interview like you said, the most effective way is to google and find some useful info. just google them and there will be lots of things related to them. read them. it's faster than reading a book about it.

if you know the concepts about duration & convexity and options, you'll get it very quickly :-)good luck.