A fixed-income portfolio manager oversees a diverse portfolio consisting of bonds issued by several corporations. It is assumed that each bond within this portfolio has the same annual probability of default. Additionally, the manager believes that the default events of these bonds are mutually independent, meaning the occurrence of a default in one bond does not affect the probability of default in any other bond. Given these conditions, which statistical distribution would be the most appropriate to model the number of bond defaults in this portfolio over the course of the next year?