[exim] Denying spam and keeping a copy for me

Exim 4.51 with Spam Assassin.

I am denying spam in the DATA acl with 
   deny  message     = This message scored $spam_score points.  Congratulations!
      condition   = ${if <{$message_size}{80k}{1}{0}}
      spam        = spamd:true
      condition   = ${if >{$spam_score_int}{80}{1}{0}}

When a message gets denied, how can I catch that message for inspection
to check that it actually is SPAM? Is it an Exim thing or a
SpamAssassin thing?

-John