Several skutterudite antimonides filled with atoms of different kinds, (Ba, M)yCo4Sb12 (M=Ce, La, Sr), have been synthesized by the combination of solid state reaction and melting methods. Thermal conductivity of (Ba,Sr)yCo4 Sb12 samples shows a behavior similar to that of BayCo4Sb12. Adding a small amount of Ce or La to the BayCo4Sb12 system is effective in further reducing the lattice thermal conductivity. The difference in the ionic radii of the two co-filler atoms is the most sensitive factor for scattering of phonons. The multi-filled (Ba, M)yCo4Sb12 (M=Sr, Ce, La) show lower Seebeck coefficients as compared to the single-filled BayCo 4Sb12 having the same total filling fraction. It is expected that higher thermoelectric performance could be realized by further optimization of the composition of filler species.