You are a risk analyst assessing a AAA-rated tranche of a newly issued Commercial Mortgage-Backed Security (CMBS). The underlying collateral pool consists of 50 distinct loans across various asset classes (retail, office, multifamily, and industrial) with a weighted average LTV of 65% and a DSCR of 1.35x. However, 15% of the pool by balance is allocated to Class B office properties in a downtown district currently experiencing rising vacancies. Critique the credit rating by performing a stress test scenario where the downtown office vacancy rate increases by 10% and property values drop by 20%. Determine if the AAA rating is justified based on the 'subordination' levels and credit enhancement mechanisms present in the deal structure.