For all $n, ε>0$, we show that the set of Poisson Binomial distributions on $n$ variables admits a proper $ε$-cover in total variation distance of size $n^2+n \cdot (1/ε)^{O(\log^2 (1/ε))}$, which can also be computed in polynomial time. We discuss the implications of our construction for approximation algorithms and the computation of approximate Nash equilibria in anonymous games.