Increase in spam in Apple Mail app

Most of my mail servers are with ATT/Yahoo and I read and sort these with Apple's Mail app in several Apple devices. Over the last few months more and more spam is coming into several of my mail accounts and Apple's app is not screening it as junk.

If I read my mail with Yahoo's web page almost all of it has automatically been moved to the spam folder. I see very little spam in the Yahoo inbox. But still Apple mail gets the spam and puts it in my inboxes. By no means all of it but there is a certain new class of spam that is somehow getting into Apple mail and Apple mail is not filtering it.

Any suggestions?