  We investigate the mass ($M_{200}$) and concentration ($c_{200}$)
dependencies of the velocity anisotropy ($\beta$) profiles for different
components in the dark matter halo, including halo stars, dark matter and
subhalos, using systems from the IllustrisTNG simulations. Beyond a critical
radius, $\beta$ becomes more radial with the increase of $M_{200}$, reflecting
more prominent radial accretion around massive halos. The critical radius is
$r\sim r_s$, $0.3~r_s$ and $r_s$ for halo stars, dark matter and subhalos, with
$r_s$ the scale radius of host halos. This dependence on $M_{200}$ is the
strongest for subhalos, and the weakest for halo stars. In central regions,
$\beta$ of halo stars and dark matter particles gets more isotropic with the
increase of $M_{200}$ in TNG300 due to baryons. By contrast, $\beta$ of dark
matter from the dark matter only TNG300-Dark run shows much weaker dependence
on $M_{200}$ within $r_s$. Dark matter in TNG300 is slightly more isotropic
than in TNG300-Dark at $0.2~r_s<r<10~r_s$ and $\log_{10}M_{200}/M_\odot<13.8$.
Halo stars and dark matter also become more radial with the increase in
$c_{200}$, at fixed $M_{200}$. Halo stars are more radial than the $\beta$
profile of dark matter by approximately a constant beyond $r_s$. Dark matter
particles are more radial than subhalos. The differences can be understood as
subhalos on more radial orbits are easier to get stripped, contributing more
stars and dark matter to the diffuse components. We provide a fitting formula
to the difference between the $\beta$ of halo stars and of dark matter at
$r>r_s$ as $\beta_\mathrm{star}-\beta_\mathrm{DM}=(-0.028 \pm
0.008)\log_{10}M_{200}/M_\odot + (0.690\pm0.010)$.
