- Two hypothesized moderators of the effect of peer victimization during fifth grade on subsequent symptoms of (anxious) depression in sixth grade were examined: engagement in bullying and baseline fifth grade symptoms of (anxious) depression. Analyses were conducted on longitudinal data from the National Institute of Child Health and Human Development Study of Early Child Care and Youth Development. Interview data from 1,081 fifth grade participants assessed peer victimization and engagement in bullying classmates during the school year. Self-reported symptoms of depression were measured in fifth and sixth grade with the Child Depression Inventory Short form. Additionally, maternal reports of child anxious depression were measured with the Child Behavior Checklist. Engagement in bullying and concurrent depression symptoms moderated the effect of peer victimization in fifth grade on child-reported symptoms of depression in sixth grade. The adverse effect of peer victimization was stronger for children with high levels of concurrent depression symptoms or engagement in bullying. Concurrent symptomatology also moderated the effects of peer victimization on mother-reported child anxious depression 1 year later.