I have created a lot of loss in my taxes over the last few years and now want to get a mortgage for a new primary home.

Those are pretty decent numbers.Remember property taxes get re-evaluated every year and can go up every year AND they are kinda high relative to other states.Neighborhoods matter.

What structure would be recommended for holding personal assets and investment properties, including rentals, to optimize anonymity, asset protection, and tax benefits?

As for income verification, I require the applicants two most recent paystubs and if self employed I need their most recent tax return.

Also, consider the appreciation and tax benefits.

You can use defined percentages, like taxes, because they are a product of a specific percentage applied to property value. 

Once you close on your property:- You need to get a Phila tax IDhttps://www.phila.gov/services/payments-assistance-taxes/tax...- Then you need to register for a commercial activity licensehttps://www.phila.gov/services/permits-violations-licenses/g...- Once you have a commerical activity license you can finally get your rental licensehttps://www.phila.gov/services/permits-violations-licenses/g...All of the above will be done using the eClipse online portal systemIf your property is built before 1978:The system will kick back your application and you will not be able to get a rental license until you get a Lead Safe test.This is when you will hire a licensed 3rd party to come out and doing a lead test for you.

You’d need a full year of business tax returns (not just part of a year) and ideally a prior W-2 in a similar field with comparable income.

I know I can get 250,000 profit tax-free and so that would be my target. houses similar to mine are currently selling between 400 and 450,000 and if I add one room and one bath turning my house into a four bed two bath, which is extremely rare in my neighborhood I see comparable selling for 500- 600k.

Until then you have $3k income minus $4,775 to seller, (4% over 30 years), $3,990 to the bank ($600k @ 7%), figure $500/mo for insurance and another $500/mo for taxes?