Study Rationale 1.3.1. General There is clearly an unmet need for novel and effective therapy to improve responses and prolong disease remission/progression-free intervals already achieved with checkpoint SELLAS Life Sciences Group Galinpepimut -S Protocol : SLS17 -201/MK3475 -770 Protocol v1.1 (Amendment 1.0) 12 April 2019 Page 95 blockade monotherapy (Farkona et al, 2016). The objectives of the proposed clinical study are: (i). to explore clinical outcomes (safety and potentially promising activity ) in tumors using a combination of agents that improve immune-mediated anticancer effects, namely, pembrolizumab and galinpepimut-S, and (ii). to maximize the chances of detecting a clinically meaningful efficacy signal in comparison to historical monother apy data (with pembrolizumab alone) for further validation in larger, randomized trials. The rationale behind this clinical study consists of 2 parts as detailed below. 1.3.1.1. Rationale for Galinpepimut -S and Pembrolizumab Combination Therapy Immune activation, suggested by the presence of infiltrating cytotoxic T cells in tumors, as well as eventual maintenance of a long -term proimmune status against the tumor via memory T cells, have shown be associated with a better prognosis across a wide variety of malignancies (Reeves et al, 2017; Wölfl M et al, 2014). Therapies blocking programmed death receptor 1 (PD-1), such anti-PD-1 monoclonal antibodies, have shown the ability to reduce inhibitory immune signals within the tumor microenvironment (TME), thus a llowing cytotoxic T cells to infiltrate the tumor and cause tumor regression in an expanding group of human malignancies, leading to a series of regulatory approvals and clinical usage on a global scale (Intlekofer et al, 2013; Kyi et al, 2014; Spranger et al, 2016). These advances notwithstanding, there is significant room for improvement in both the depth, frequency, and duration of antitumor responses with anti-PD1 agents. This provides a strong rationale for developing strategies to prime a host (cancer patient) with tumor-specific cytotoxic T cells targeted to specific tumor antigens via host administration while increasing the likelihood of significantly amplifying such a specific response with an anti -PD1 therapy (in this case, pembrolizumab), as well as prolong the duration of such a response ( Perez-Gracia et al, 2014) by both mitigation of tolerance and v ia induction of memory T cells (Marzo et al, 2000). Thus, combining innovative, highly tolerable actively immunizing agents, such as peptide treatments against well-validated high-antigenicity tumor targets with anti-PD1 SELLAS Life Sciences Group Galinpepimut -S Protocol : SLS17 -201/MK3475 -770 Protocol v1.1 (Amendment 1.0) 12 April 2019 Page 96 products, such as pembrolizumab (Keytruda®), represents a highly attractive strategy, which deserves assessment in the clinical setting ( Parchment et al, 2016; Drake CG, 2012). As mentioned previously, galinpepimut-S is a directly immunizing therapy (a vaccine -like proprietary mixture of carefully selected heteroclitic and native WT1 peptide fragments) proven to produce WT1-specific T-lymphocytes in patients that could target a patient’s cancer (Gomez-Nunez et al, 2006; Pinilla-Ibarz et al, 2006; Bleakley and Ridell, 2011; May et al, 2007; Brayer and Pinilla-Ibarz, 2013). Additionally, galinpepimut-S monotherapy has previously shown promising clinical activity in both pilot and Phase 2 studies in patients with AML, MPM, MM and OvC; all data originating from studying the effects of galinpepimut-S in a MRD setting, i.e., in the absence of measurable/macroscopic disease burden (after initial debulking of the malignancy), whereby the potential influence of TME factors has been mitigated (Maslak et al, 2010; Krug et al, 2010; Brayer et al, 2015; Maslak et al, 2016; Maslak et al, 2018; Zauderer et al, 2016; Zauderer et al , (iMig), 2016; Zauderer et al, 2017; Koehne et al, 2017; http://e-materials.com/ebmt2017/#/presentation/16745 ; https://learningcenter.ehaweb.org/eha/2017/22nd/181028/guenther.koehne.wt1.heteroclitic.epitope.immunization.following.autologous.html; Koehne et al, 2018; O’Cearbhaill et al, 2018; Tsuboi et al; 2012). Galinpepimut-S is generally well tolerated. In a total of 122 patients across multiple studies, TEAEs either clinical or laboratory -test-related (including those of Grade 3/Grade 4 severity) were due to the underlying disease processes or complications thereof. Treatment-related adverse events (TRAEs) included injection site reactions, skin induration, and pruritus occurred at a frequency of 43.8% to 62.5% across studies, and were Grade 1/ Grade 2 in severity, consistent with the fact that Montanide (which is co-administered with galinpepimut-S) is a known irritant. All TRAEs observed with galinpepimut-S monotherapy were manageable and did not lead to study drug discontinuation, with the exception of 2 patients in the AML Phase 2 study, who discontinued therapy due to probable hypersensitivity reactions (not anaphylaxis) ( SELLAS, Data on file; Maslak PG et al, 2018; SELLAS Life Sciences Group Galinpepimut -S Protocol : SLS17 -201/MK3475 -770 Protocol v1.1 (Amendment 1.0) 12 April 2019 Page 97 Zauderer et al, 2017; Koehne et al, 2017; O’Cearbhaill et al, 2018; Galinpepimut-S Investigator Brochure v2.0, 08 June 2017). Therefore, combining galinpepimut-S with the checkpoint inhibitor pembrolizumab, which beneficially and profoundly alters the TME (among other potent immunostimulatory effects in the host), is hypothesized to increase the proportion of patients who develop an immune response against their cancer and potentially improve their clinical outcome over pembrolizumab monotherapy, without the burden of additional toxicities in macroscopi cally measurable malignancies. In this clinical trial, for each ch osen tumor type to be studied, we will investigate whether galinpepimut-S administered concomitantly with the well -characterized adjuvant Montanide (van Doorn et al, 2016; Montanide IB 2015; Aucouturier et al, 2002; Aucouturier et al, 2001; Tovey and Lallemand, 2010) (also with GM-CSF priming at Day -2 and Day 1 of galinpepimut-S administration) can be safely administered with pembrolizumab , as well as preliminarily assess the degree of efficacy of anti -PD1 monotherapy when considered in the context of historical controls, as assessed by overall response rate (ORR). Moreover, we will investigate various secondary and exploratory endpoints. For the latter, we postulate that galinpepimut-S will induce a WT1-specific immune response, which will be associated with enhancement of clinical benefit seen with pembrolizumab monotherapy alone . Additional secondary efficacy measures (such as duration of response), as well as exploratory endpoints including WT1-specific immune response dynamics, and overall survival, wil l be investigated. If this pilot study meets the primary efficacy endpoint of ORR for a given tumor type, a randomized Phase 2 trial would be warranted in that tumor type. Finally, as mentioned previously, in Section 1.1.1. (titled: “Preclinical and Pharma cological Background” – for galinpepimut-S), it is important to note that GM -CSF alone appears to be inactive with regard to antigen -specific immunogenicity and antitumor effect, and, therefore, any immunobiological (as assessed by WT1-specific T-cell immune responses) or clinical (as measured by ORR – for solid tumors- or CR/CRi/CRp -for AML) synergy between SELLAS Life Sciences Group Galinpepimut -S Protocol : SLS17 -201/MK3475 -770 Protocol v1.1 (Amendment 1.0) 12 April 2019 Page 98 galinpepimut-S and pembrolizumab observed in this study would be solely attributable to the co-administration of these 2 experimental agents (and not GM-CSF). 1.3.1.2. Rationale for Selection of Indications The tumor types selected for this trial have been documented to commonly express WT1, and this trial will select patients whose tumors are positive for WT1 expression (assessed by commercially available IHC methods using standard anti-WT1 antibodies in paraffin-embedded specimen sections). The following [up to 5] tumor types will be included: CRC, OvC, SCLC, TNBC, and AML . The choice of these tumor types was based on specific features of each malignancy, as detailed below. For all solid tumor indications, the highest citable number of lines of therapy listed below is the maximum allowed for eligibility, i.e., patients who have received subsequent lines of therapy are ineligible. 1.3.1.2.1. Me tastatic Colorectal Cancer (Third/Fourth line) Colorectal cancer (CRC) is a common disease, diagnosed in nearly 1.4 million people worldwide annually (GLOBOCAN 2012). In the United States, there are nearly 133,00 0 new diagnoses each year (Key Statistics for Colorectal Cancer, 2016). Approximately one-third of patients with CRC will develop metastatic disease. In most of these patients, the disease relapses and becomes refractory. The overall prognosis of patients with metastatic CRC has improved significantly, with average survival today being 30 months ( Formica and Roselli, 2015), thanks to new research identifying different molecular subtypes of CRC. Although some patients with metastatic CRC can be cured, the disease remains incurable in most cases, clearly indicating a need for new therapies. WT-1 expression has been documented to be expressed in between 70 to 90% of patients with CRC (Miyata et al, 2007; Oji et al, 2003; Bejrananda et al, 2011 ). Patients with SELLAS Life Sciences Group Galinpepimut -S Protocol : SLS17 -201/MK3475 -770 Protocol v1.1 (Amendment 1.0) 12 April 2019 Page 99 microsatellite-stable (MSS) molecular genetics make up between 80 to 90% of all CRC cases (Naboush et al, 2017; Diaz and Le, 2015). In this study, patients will have microsatellite (MS) instability (MSI) status tested in their primary tumors and will be classified as MSI- high (H) and -low (L) (Pawlik et al, 2004; Morán et al, 2010; Supek and Lerner, 2015; Goldstein et al, 2014). The focus will be on MSI-low tumors, but no entry selection will be applied based on this tumor feature. In several clinical trials in MSI -L CRC, anti-PD-1 agents have shown to induce 0 to 5% ORR (Link and Overman, 2016; http://www.targetedonc.com/publications/targeted -therapies-cancer/2017/2017- february/immune-checkpoint-inhibitors-in-crc; Boland and Ma, 2017; Myint and Goel, 2017; Overman et al, 2016; Segal et al, 2016; Bendell et al, 2016; Overman et al, 2016; Andre et al, 2017). This is in contrast to the significant activity of PD1 blockade in MSI -H CRC, the basis for the recent Food and Drug administration (FDA) approval of pembrolizumab in M SI-H cancers (including CRC) (https://www.fda.gov/NewsEvents/Newsroom/PressAnnouncements/ucm560167.htm). Only those CRC patients with MSS and MSI-H will be included in the efficacy analyses. In several clinical trials, anti-PD-1 agents have shown between 0 to 5% ORR in these patients. We plan to treat patients with metastatic CRC previously treated with at least 2 lines of prior systemic chemotherapy (third/fourth line population) (n = 20). Expression of ligand to PD-1 receptor (PD-L1) is associated with poor prognosis in CRC and has been shown to promote invasion of CRC cells in vitro. Pembrolizumab is a highly selective, humanized monoclonal anti -PD-1 antibody designed to block the interaction between PD-1 and its ligands, thereby enhancing antitumor immune activity. Pembrolizumab monotherapy has an acceptable safety pr ofile but minimal antitumor activity in p atients with heavily pretreated PD -L1-positive advanced CRC (Bendel et al, (ESMO); Le et al NEJM; http://www.ecco-org.eu/Vienna2015/Scientific-Programme/Abstract- search?abstractid=21431 [KEYNOTE 028]) showing MSS molecular features. In view of the above, there is good rationale to investigator the combination of galinpepimut-S plus pembrolizumab in CRC-MSS. SELLAS Life Sciences Group Galinpepimut -S Protocol : SLS17 -201/MK3475 -770 Protocol v1.1 (Amendment 1.0) 12 April 2019 Page 100 1.3.1.2.2. Ovarian Cancer ( Second/ Third line) OvC is one of the most common gynecologic malignancies and the fifth most frequent cause of cancer death in women in the United States. Over 22,000 cases are diagnosed annually, and there are an estimated 15,500 deaths per year (Siegel R, et al 2012). The majority of patients have widespread disease at presentation (Hoskins WJ, et al 2005). The 5-year survival for advanced-stage disease remains less than 30% (Siegel R, et al 2012). Although a complete clinical remission following initial chemotherapy can be anticipated for many patients, a review of second-look laparotomy when it was often performed as a matter of routine care indicates that less than 50% of patients are actually free of disease (Barnhill DR, et al, 1984). Furthermore, nearly half of patients with a negative second look procedure relapse and require additional treatment (Rubin SC et al, 1988). Many patients will achieve a second complete clinical response with additional chemotherapy. However, almost all patients will relapse after a short remission interval of 9 to 11 months. (Markman M et al, 1991).