Rebalancing the Duration (Reading 28)

This Reading 28 is terrible because the author makes 'sweeping' statements without proof. Nevertheless I guess it is more qualitative than quantitative. So I just have to memorise it.

In the CFA text, rebalancing the fixed income portfolio is done by applying a rebalancing ratio to all securities to maintain the same asset allocation. But in the Schweser notes page 29 of the Reading 28, it also state an additional method called the controlling position method to rebalance the duration. But this second method changes the asset allocation significantly. It is also not in the CFA text. Why does Schweser notes want to add its own material in?