Semiconducting half and, to a lesser extent, full Heusler compounds are promising thermoelectric materials due to their compelling electronic properties with large power factors. However, intrinsically high thermal conductivity resulting in a limited thermoelectric efficiency has so far impeded their widespread use in practical applications. Here, we report the computational discovery of a class of hitherto unknown stable semiconducting full Heusler compounds with ten valence electrons (X2YZ, X=Ca, Sr, and Ba; Y=Au and Hg; Z=Sn, Pb, As, Sb, and Bi) through high-throughput ab initio screening. These new compounds exhibit ultralow lattice thermal conductivity κL close to the theoretical minimum due to strong anharmonic rattling of the heavy noble metals, while preserving high power factors, thus resulting in excellent phonon-glass electron-crystal materials. Our discovery was recently featured on the cover of PRL.