The Alzheimer's Disease Sequencing Project (ADSP) undertook whole exome sequencing in 5,740 late-onset Alzheimer disease (AD) cases and 5,096 cognitively normal controls primarily of European ancestry (EA), among whom 218 cases and 177 controls were Caribbean Hispanic (CH). An age-, sex- and APOE based risk score and family history were used to select cases most likely to harbor novel AD risk variants and controls least likely to develop AD by age 85 years. We tested ~1.5 million single nucleotide variants (SNVs) and 50,000 insertion-deletion polymorphisms (indels) for association to AD, using multiple models considering individual variants as well as gene-based tests aggregating rare, predicted functional, and loss of function variants. Sixteen single variants and 19 genes that met criteria for significant or suggestive associations after multiple-testing correction were evaluated for replication in four independent samples; three with whole exome sequencing (2,778 cases, 7,262 controls) and one with genome-wide genotyping imputed to the Haplotype Reference Consortium panel (9,343 cases, 11,527 controls). The top findings in the discovery sample were also followed-up in the ADSP whole-genome sequenced family-based dataset (197 members of 42 EA families and 501 members of 157 CH families). We identified novel and predicted functional genetic variants in genes previously associated with AD. We also detected associations in three novel genes: IGHG3 (p = 9.8 × 10-7), an immunoglobulin gene whose antibodies interact with β-amyloid, a long non-coding RNA AC099552.4 (p = 1.2 × 10-7), and a zinc-finger protein ZNF655 (gene-based p = 5.0 × 10-6). The latter two suggest an important role for transcriptional regulation in AD pathogenesis.