Defender for O365 Hybrid On-Prem Junk

Hi all, I have a customer in exchange hybrid mode with a large number of shared mailboxes on-premises. My spam/phish policies are set to deliver to the outlook junk folder which works perfectly for the online users. 

I have not managed to test yet but will deliver to junk work for on-premises shared mailboxes? 

I cannot seem to find any guidance or notes but I will start testing.