This usually means that a spammer has forged your email address as the 'From' address on a mailing list, so anything which is bounced comes to you - it's harmless, but annoying and you can't do anything to stop it.
What you can do is to set up a Rule on the iCloud website to move all messages from this address to the Trash so you won't be bothered by them. Go to the Mail page and click on the cogwheel icon at bottom left, and choose 'Rules'.
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