Sexism, an injustice that subjects women and girls to enormous suffering, manifests in blatant as well as subtle ways. In the wake of growing documentation of experiences of sexism on the web, the automatic categorization of accounts of sexism has the potential to assist social scientists and policy makers in utilizing such data to study and counter sexism better. The existing work on sexism classification, which is different from sexism detection, has certain limitations in terms of the categories of sexism used and/or whether they can co-occur. To the best of our knowledge, this is the first work on the multi-label classification of sexism of any kind(s), and we contribute the largest dataset for sexism categorization. We develop a neural solution for this multilabel classification that can combine sentence representations obtained using models such as BERT with distributional and linguistic word embeddings using a flexible, hierarchical architecture involving recurrent components and optional convolutional ones. Further, we leverage unlabeled accounts of sexism to infuse domain-specific elements into our framework. The best proposed method outperforms several deep learning as well as traditional machine learning baselines by an appreciable margin.