25 Heat Biologics, Inc. Protocol HS410-101 HS410-101 SAP version 1.0 Page 5 of 25 List of Abbreviations AE(s) Adverse event(s) ALT Alanine aminotransferase ANA Antinuclear antibodies AST Aspartate aminotransferase BCG Bacillus Calmette–Guérin CBC Complete blood count CI Confidence interval CIS Carcinoma in situ CRF Case report form CT Computed tomography CTCAE Common Terminology Criteria for Adverse Events CTL Cytotoxic T lymphocytes CTLA4 Cytotoxic T-lymphocyte associated antigen 4 DFS Disease free survival ECG Electrocardiograms ECOG Eastern Cooperative Oncology Group EGFR Epidermal growth factor ELISA Enzyme-linked immunosorbent assay ELISPOT Enzyme-linked immunosorbent spot EOT End of Treatment FDA Food and Drug Administration GCP Good Clinical Practice gzB Granzyme B HR Hazard Ratio HLA Human leukocyte antigen HIV Human immunodeficiency virus IEC Independent ethics committee IHC Immunohistochemistry IBC Institutional biosafety committee ICS Intracellular cytokine staining IHC Immunohistochemistry IR Immunologic Response IRB Institutional Review Board ISR Injection Site Reaction ITT Intention to treat i.v. Intravenous IXRS Interactive Response System LTFU Long-term Follow-up MedRA Medical Dictionary for Regulatory Activities MRI Magnetic resonance imaging 95%CI 95% confidence interval OR Odds ratio OS Overall Survival PBMC Peripheral blood mononuclear cell Heat Biologics, Inc. Protocol HS410-101 HS410-101 SAP version 1.0 Page 6 of 25 PCR Polymerase Chain Reaction PD Progressive Disease RBC Red blood cell RECIST Response evaluation criteria for solid tumours SAE Serious adverse event SAP Statistical analysis plan SD Standard Deviation OR Stable Disease SAR Suspected adverse reaction SOA Schedule of Assessments SOE Schedule of events SOC Standard of care TCR T-cell receptor TURBT Transurethral resection of bladder tumor ULN Upper limits of normal TCR T-cell Receptor TEAE Treatment emergent adverse event TIL Tumor Infiltrating Lymphocyte TKI Tyrosine Kinase Inhibitor ULN Upper limit of normal US United States WBC White blood cell Heat Biologics, Inc. Protocol HS410-101 HS410-101 SAP version 1.0 Page 7 of 25 1. Introduction 1.1 Preface Bladder cancer is the 6th most common cancer in the United States with an estimated 74,690 patients diagnosed in 2014 and 15,580 deaths.1 Approximately 70-80% of patients have non-muscle invasive bladder cancer (NMIBC) at the time of diagnosis.2,3 Transurethral resection of bladder tumour (TURBT) is the standard treatment for NMIBC and aids in the proper diagnosis and staging of disease. Patients with low-risk disease (solitary, primary low-grade, Ta tumours) have high recurrence-free and progression-free rates and an overall favorable prognosis.4 In contrast, patients with high-risk disease (T1 and/or high grade and/or carcinoma in situ (CIS) ) determined at the time of initial resection have a one year recurrence-free rate of approximately 39%.3 Between these two extremes are a large group of patients classified as having intermediate-risk disease, which is defined as multiple or recurrent low-grade Ta tumors.4 Since this is a very broad spectrum of patients, the intermediate-risk category can be further stratified. Intermediate-risk patients with at least 3 of the following 4 risk factors – multiple tumours, tumour size > 3cm, early recurrence (<1 year from previous TURBT), or frequent recurrences (i.e. recurrence with a frequency of more than once in any 12-month period) – have treatment regimens and outcomes similar to high-risk patients, with recurrence-free rates of 62% at 1 year and 38% at 5 years resectively.3,5 Patients with either high or intermediate-risk disease with 3 or more risk factors will make up the patient population for this protocol. Adjuvant treatment options for patients with urinary bladder cancer are limited, as systemic chemotherapy appears largely ineffective in this setting.6,7 Adjuvant intravesical mitomycin-C and bacillus Calmette-Guérin (BCG) have been used successfully to reduce local recurrence of NMIBC for over 30 years, but nearly a quarter of high-risk patients have evidence of disease 6 months after induction BCG.8 Patients with intermediate- or high-risk disease benefit most when induction BCG is combined with a maintenance phase lasting for at least 1 year.9,10 However, nearly 15% of these patients will still go on to experience a recurrence after 3 years.10 Reasons for failure are not well defined, but may be related to toxicities associated with these agents resulting in utilization of intravesical therapy well below recommended dose intensities.11,12 Given the limited long term disease control possible with currently available adjuvant strategies in patients with high risk NMIBC and the progressively less effective and more debilitating outcomes of subsequent rounds of surgical resection, there is a pressing need for alternate or complementary adjuvant strategies, such as vaccine-based immunotherapy, to reduce recurrence and improve tolerability of treatments in this patient group. Immunotherapy with vaccines and checkpoint inhibitors has demonstrated clinical benefit and a survival prolongation in several stage solid tumours such as prostate cancer and metastatic melanoma.13,14 Vesigenurtacel-L is an allogeneic cellular immunotherapy designed to induce cell-mediated immunity and intended for use in treatment of non-muscle invasive bladder cancer (NMIBC). The active ingredient in vesigenurtacel-L is an engineered cell line derived from a human urothelial cancer cell line, UM-UC3, and has been modified to express a secreted gp96-Ig fusion protein. The secreted gp96 acts as a chaperone and adjuvant to induce cellular immune responses to various tumor antigens Heat Biologics, Inc. Protocol HS410-101 HS410-101 SAP version 1.0 Page 8 of 25 expressed by the host cell. The expression plasmid encoding the gp96-Ig fusion protein lacks any sequences known to be capable of mediating integration into mammalian genomes. After the expansion of cells using current good manufacturing practices (cGMP) the cells are irradiated to render them replication incompetent while maintaining biological activity, including the expression of secreted gp96 and associated tumor antigens. 1.2 Purpose of the analyses These analyses will assess the efficacy and safety of HS-410 as monotherapy and in combination with BCG in patients with non-muscle invasive bladder cancer who have undergone TURBT. 2 Study Objectives and Endpoints 2.1 Study Objectives Primary Objective  Phase 1: To characterize the safety and tolerability of monotherapy vaccination with HS-410 in patients with non-muscle invasive bladder cancer.  Phase 2: o Arms 1, 2, and 3: To evaluate 1-year disease-free survival in patients with non-muscle invasive bladder cancer treated with BCG in combination with blinded study product (one of two doses of vesigenurtacel-L or placebo). o Arm 4: To evaluate 1-year disease-free survival in patients with non-muscle invasive bladder cancer treated with high dose vesigenurtacel-L monotherapy. Secondary Objectives Both Phases:  To evaluate the proportion of patients with recurrence at 3, 6, 12, 18, and 24 months  To evaluate the proportion of patients with progressive disease at 3, 6, 12, 18, and 24 months  To evaluate overall disease-free survival  To evaluate overall survival (OS)  To evaluate the proportion of patients undergoing post-treatment TURBT or fulguration by 12 and 24 months  To evaluate the proportion of patients undergoing cystectomy by 12 and 24 months  To evaluate the proportion of patients with immunologic response of PBMCs via intracellular cytokine staining (ICS) by flow cytometry and/or ELISPOT on CD8+ cells following vesigenurtacel-L vaccination Phase 2 only:  To evaluate the safety of the combination of vesigenurtacel-L and BCG  To evaluate the safety of high dose vesigenurtacel-L monotherapy Primary Endpoint Heat Biologics, Inc. Protocol HS410-101 HS410-101 SAP version 1.0 Page 9 of 25  Phase 1: Safety and tolerability of monotherapy vaccination with HS-410 in patients with non- muscle invasive bladder cancer.  Phase 2: 1-year disease-free survival in patients with non-muscle invasive bladder cancer treated with BCG in combination with one of two doses of HS-410 or placebo, or with high dose HS-410 without BCG. The 1-year disease-free survival rate is defined as the proportion of patients who are alive and free from recurrence and progression at 12 months following randomization. Secondary efficacy endpoints: Both Phases:  Proportion of patients with recurrence at 3, 6, 12, 18, and 24 months from randomization, estimated based on Kaplan-Meier curves. Recurrence is defined as disease that has recurred to the same extent of disease (ie same stage / severity) or to a lower stage/severity of disease compared to screening.  Proportion of patients with progressive disease at 3, 6, 12, 18, and 24 months from randomization. Progressive disease is defined as an increase in T stage from TIS or Ta (at screening) to T1 (lamina propria invasion), development of T2 or greater or lymph node (N+) disease or distant metastasis (M1), or an increase in grade from low to high per the IBCG recommendations.  Disease-Free survival at 3, 6, 18, and 24 months from randomization. A patient is considered as disease-free at a timepoint if the disease has not recurred nor progressed, and the patient is still alive.  Overall Disease free survival (DFS): DFS is the time from randomization until the day of disease recurrence or progression  Overall survival (OS): OS is the time from randomization until the day of death by any cause or censoring  Proportion of patients undergoing a repeat TURBT by 12 months and by 24 months from randomization  Proportion of patients undergoing cystectomy by 12 months and by 24 months from randomization  Immunological response (IR): Peripheral blood immunological response via intracellular cytokine staining (ICS) by ELISPOT of on CD8+ cells following HS-410 vaccination will also be evaluated Phase 2 only:  Safety of the combination of vesigenurtacel-L and BCG  Safety of high dose vesigenurtacel-L monotherapy Exploratory Endpoints In patients completing at least 6 weekly doses of study medication, the following exploratory endpoints will be evaluated:  Immunologic response of PBMCs (analysis of surface markers, CD3, CD4, CD8, degranulation) and stimulation analysis via ICS of IFN-γ, IL-2, TNFα and perforin.  Total PBMC counts by flow cytometry, including lymphocyte subsets (B cells, helper T- cells, cytotoxic T-cells, NK cells and T-reg) Heat Biologics, Inc. Protocol HS410-101 HS410-101 SAP version 1.0 Page 10 of 25  Evaluation of tumour tissue obtained from pre-treatment resection for antigen expression by immunohistochemical analysis  Evaluation of tumour tissue obtained from repeat biopsy, if clinically indicated, for presence of infiltrating T-lymphocytes  T cell receptor sequencing of peripheral blood T cells before and during the course of treatment  Immune cell infiltration and inflammatory cytokine levels in urine (phase 2 only) Safety Endpoints In both the phase 1 and 2 components of the study, safety assessments will include medical history, vital signs, physical exam, concomitant therapy and procedures, adverse events (AE) collection, serious adverse event (SAEs), clinical laboratory parameters, urinalysis and electrocardiograms (ECG). 3 Study Methods 3.1 General Study Design and Plan for Phase 1 The phase 1 component of the current protocol will evaluate the safety and tolerability of HS-410, administered at a weekly dose of 1 x 106 cells per 0.5 mL administration. Three patients will initially be enrolled to receive HS-410 weekly for 6 weeks after induction treatment with BCG. After a 1-week vaccine holiday for disease assessment, patients will receive HS-410 for an additional 6 weeks followed by 3 once monthly treatments for a total of 15 vaccinations. Patients will be observed weekly to assess the safety of HS-410. Dosing of the first 3 patients will be staggered by 2-week intervals to allow for safety evaluation before treating additional patients. If the DMC confirms HS-410 appears safe and well-tolerated in the 3 lead-in patients, dosing will be continued to 10 patients. The DMC will reconvene when all 10 patients in Phase 1 have received HS-410 and data is available for the Week 7 safety assessments from at least 6 patients. If this regimen is determined to be safe by the DMC, randomization to Phase 2 will commence. 3.2 General Study Design and Plan for Phase 2 Dosing in Phase 2 will begin when all 10 patients have been dosed in the Phase 1 cohort, at least 6 patients in that cohort have completed the Week 7 safety assessments, and the Data Monitoring Committee (DMC) has met to review this data and agreed it is safe to advance to Phase 2. A total of 100 patients will be assigned to four groups: 75 who will receive BCG will be randomized to arms combining either low dose vesigenurtacel-L (1 x 106 cells), high dose vesigenurtacel-L (1 x 107 cells), or placebo, respectively, with induction and maintenance BCG; 25 who will not receive BCG will be enrolled in the high dose vesigenurtacel-L monotherapy arm. In the randomized arms, treatment will commence within 6 weeks of the most-recent TURBT or fulguration for patients with papillary disease and staging procedure for patients with CIS only. Patients will be treated during an induction phase with weekly intravesical BCG and intradermal blinded study product (vesigenurtacel-L or placebo) for 6 weeks followed by 6 weekly injections of blinded study product alone. During a subsequent maintenance phase, patients will receive an additional three courses of three once-weekly blinded study product injections in combination with intravesical BCG Heat Biologics, Inc. Protocol HS410-101 HS410-101 SAP version 1.0 Page 11 of 25 approximately 3, 6, and 12 months after initiating induction BCG. Patients may receive additional courses of maintenance BCG in long-term follow-up at the investigator’s discretion but should not receive any other cancer therapy prior to disease recurrence/progression (Figure 1). In the monotherapy arm, treatment will commence within 6 weeks of the most-recent TURBT or fulguration for patients with papillary disease and staging procedure for patients with CIS only. Patients will be treated during an induction phase with weekly intradermal vesigenurtacel-L for 12 weeks. During a subsequent maintenance phase, patients will receive an additional three courses of three once- weekly vesigenurtacel-L injections approximately 3, 6, and 12 months after initiating induction vesigenurtacel-L. Figure 1. Phase 1 and Phase 2 Study Design 3.3 Inclusion-Exclusion Criteria and General Study Population Patients with non-muscle invasive bladder cancer who have undergone TURBT and are judged to be at an increased risk for recurrence are eligible if they are BCG naive or have completed previous BCG treatment >12 months prior to the most recent TURBT are eligible for both the phase 1 or 2 parts of the study. Patients must meet all of the following inclusion criteria to be enrolled into the study: Heat Biologics, Inc. Protocol HS410-101 HS410-101 SAP version 1.0 Page 12 of 25 Inclusion Criteria 1. Willing and able to sign informed consent and comply with the protocol, including clinic visits to receive weekly vesigenurtacel-L injections for 12 doses followed by either monthly vesigenurtacel-L injections for three months in Phase 1 or three courses of three once-weekly injections in Phase 2. 2. Histologically or cytologically confirmed non-muscle invasive bladder cancer [Ta, T1 or Tis (CIS)]. Papillary disease must have been removed by transurethral resection or fulguration. 3.