N-body simulations have unveiled several apparently universal properties of dark matter halos, including a cusped density profile, a power-law pseudo phase-space density ρ/σ 3 r , and a linear β − γ relation between the density slope and the velocity anisotropy. We present a family of self-consistent phase-space distribution functions F(E, L), based on the Dehnen-McLaughlin Jeans models, that incorporate these universal properties very accurately. These distribution functions, derived using a quadratic programming technique, are analytical, positive and smooth over the entire phase space and are able to generate four-parameter velocity anisotropy profiles β(r) with arbitrary asymptotic values β 0 and β ∞ . We discuss the orbital structure of six radially anisotropic systems in detail and argue that, apart from its use for generating initial conditions for N-body studies, our dynamical modeling provides a valuable complementary approach to understand the processes involved in the formation of dark matter halos.