Q: 'mail.alerts.mx@icloud.com'

Hey Groovemeister53,

Thanks for the question. Please report any suspected phishing emails to us, if still available:

Identifying fraudulent "phishing" email

http://support.apple.com/kb/HT4933

What to do with suspicious iCloud emails

If you receive a suspicious email, select the message text so that it is highlighted. Choose Forward as Attachment from the Message menu (OS X Mail) or the Actionsmenu (Outlook). Send the email to abuse@icloud.com. This provides Apple's legal department and law enforcement with useful information to help prevent future phishing emails.

Additional Information

To learn more about why you received spam, see this article.

To learn how spam is filtered, see this article.

Thanks,

Matt M.