Increased mutatio nal burden (sometimes referred to as a “hyper-mutated” state) may generate neo -antigen presentation in the tumor microenvironment. To conduct this type of research, it is important to identify tumor-specific mutations that occur across all genes in the tumor genome. Thus, genome wide approaches will be used for this effort. Note that in order to understand tumor-specific mutations; it is necessary to compare the tumor genome with the germline genome. o Specifically for CRC patients: § MSI will be evaluated in all CRC patients enrolled in this study, as this is an important biomarker for this type of cancer. SELLAS Life Sciences Group Galinpepimut -S Protocol : SLS17 -201/ MK3475 -770 Protocol v1.1 (Amendment 1.0) 12 April 2019 Page 191 6.4. Safety Assessments Patients will be monitored for AEs and will undergo safety assessments including vital sign s and weight, ECOG performance status, and clinical laboratory testing, which will include CBC with differential and platelet count, serum chemistry assessment, and urine dipstick test. 6.4.1. Adverse Events The investigator is responsible for reporting all AEs that are observed or rep orted during the study, regardless of their relationship to study treatment or their clinical significance. If AEs occur, the first concern will be the safety of the study patients. Any abnormal laboratory test results (hematology, clinical chemistry, or u rine dipstick) or other abnormal finding or safety assessments (e.g., vital sign measurements), including those that worsen from baseline, felt to be clinically significant in the medical and scientific judgment of the investigator will be graded by CTCAE v5.0 criteria and are to be recorded as AEs or SAEs. Adverse event monitoring will occur from the time of signing the ICF to 30 days after the last injection of study treatment. 6.4.1.1. Definitions of Adverse Events An AE is defined as any untoward medical occurrence in a patient enrolled into this study and does not necessarily have to have a causal relationship (association) with this treatment. An AE can therefore be any unfavorable or untoward sign, symptom, disease, syndrome, intercurrent illness, or abnormal laboratory finding that emerges or worsens relative to the patient’s pretreatment baseline, whether or not it is considered to be related to the investigational product. A TEAE is defined as any event not present before exposure to study treatment or any event already present that worsens in either intensity or frequency after exposure to study treatment. SELLAS Life Sciences Group Galinpepimut -S Protocol : SLS17 -201/ MK3475 -770 Protocol v1.1 (Amendment 1.0) 12 April 2019 Page 192 An SAE is any AE at any dose that: • Results in death • Is life-threatening • Requires inpatient hospitalization or prolongation of existing hospitalization • Results in persistent or significant disability/incapacity • Is a congenital anomaly/birth defect • Constitutes an important medical event (i.e., the AE did not meet any of the above serious criteria but based on appropriate medical judgment, may have jeopardized the patient or required medical or surgical intervention to prevent one of the serious outcomes listed in these criteria) 6.4.1.2. Eliciting and Documenting Adverse Events Adverse events will be assessed from the time the patient signs the ICF until 30 days after the last study treatment injection. Adverse events collected before injection of study treatment will be reported as pretreatment AEs and those collected after the first injection of GM-CSF and throughout the study will be reported as TEAEs . Serious AEs that occur more than 30 days after the last dose of study treatment need not be reported unless the investigator considers them related to study treatment. Any medical condition that is present at the time that the patient is screened but does not deteriorate should not be reported as an AE. However, if it deteriorates at any time during the study, it should be recorded as an AE. At every study visit, patients will be asked a standard nonleading question to elicit any medically related changes in their well-being. They will be asked if they have been hospitalized, had any accidents, used any new medications, or changed concomitant medication regimens (both prescription and over-the-counter medications) or therapies. Patients will also be instructed to contact the investigator at any time after beginning study treatment if any signs or symptoms develop. SELLAS Life Sciences Group Galinpepimut -S Protocol : SLS17 -201/ MK3475 -770 Protocol v1.1 (Amendment 1.0) 12 April 2019 Page 193 In addition to patient observations, AEs identified from any study data ( e.g., laboratory values), or identified from review of other documents that are relevant to patient safety will be documented on the AE page in the eCRF. All AEs must be documented on the AE pages of the eCRF and in the patient’s medical record. The following attributes must be assigned: (1) description; (2) dates of onset and resolution; (3) severity (per CTCAE v5.0); (4) assessment of relatedness to the study medication (unrelated, possible, probable, definite); (5) “serious” criteria if applicable (see Section 6.4.1.3 on how to report SAEs); (6) action taken; and (7) outcome (recovered/resolved, not recovered/resolved, recovered/resolved with sequelae, ongoing, or death). The investigator will actively solicit this information and assess the AEs in terms of severity and relationship to study treatment. The investigator will treat the patient as medically required until the AE either resolv es or becomes medically stable. Treatment for AEs may extend beyond the duration of the study. The investigator will record treatment and medications required for treatment on the appropriate eCRF(s). In the event that a patient is withdrawn from the study because of an AE or SAE, it must be recorded on the Termination eCRF as the reason for discontinuation. The Medical Dictionary for Regulatory Activities (MedDRA) will be used to code all AEs. 6.4.1.3. Reporting Adverse Events AE, SAEs, and other reportable safety events will be reported by the patient (or, when appropriate, by a caregiver, surrogate, or the patient's legally authorized representative). The investigator, who is a qualified physician, and any designees are responsible for detecting, assessing, documenting, and reporting events that meet the definition of an AE or SAE as well as other reportable safety events. Investigators remain responsible for followi ng up AE, SAEs, and other reportable safety events for outcome. Any AE that meets SAE criteria (Section 6.4.1.1) must be reported to SELLAS (via its CRO, i.e., Cancer Insight, LLC, San Antonio, TX, USA) immediately (i.e., within 24 hours) after the time site personnel first learn about the event. The following contact information is to be used for SAE reporting: SELLAS Life Sciences Group Galinpepimut -S Protocol : SLS17 -201/ MK3475 -770 Protocol v1.1 (Amendment 1.0) 12 April 2019 Page 194 E-mail: safety@prevailinfoworks.com Fax Number: +1-888-400-5240 Phone Number: +1-888-846-7268 In addition, the investigator must record the SAE in the appropriate AE section of the eCRF within 24 hours of learning of the event. The eCRF should be completed as much as possible, but should not be held until all information is available if obtaining that information will take longer than 24 hours. Additional information and/or corrections should be submitted as they are obtained and reported in the eCRF as soon as possible. All deaths, whether considered study related or not, must be reported immediately to SELLAS and its designee with a copy of the autopsy report and the death certificate provided , if available. All initial suspected unexpected serious adverse reaction (SUSAR) events that are life-threatening or result in death will also be reported to the site’s IRB/IEC of record within 7 calendar days and follow up within 15 calendar days. All other SUSAR’s experienced will be reported to the IRB/IEC within 15 calendar days. If the SUSAR results in death or is life threatening, a SUSAR report will be submitted initially to the regulatory authority within 7 calendar days and follow up within 15 calendar days. All other SUSAR’s must be reported to the regulatory authority within 15 days. It is the responsibility of the contract research organization (CRO, i.e., Cancer Insight, LLC) to report all SUSARs to the appropriate ethics committees, investigators, and sponsor. It is the responsibility of SELLAS to report all SUSARs to the appropriate regulatory authority (FDA) in accordance with the Code of Federal Regulations. The site may contact the medical monitor with any questions at any time. Refer to the cover page for medical monitor contact information. Reports of all (expected or unexpected) SAEs must be reported to the CRO (Cancer Insight, LLC) via email – clinical@cancerinsight.com and to Prevail Pharmacovigilance - safety@prevailinfoworks.com. In accordance with the FDA regulations and the International Council on Harmonisation (ICH) guidelines, investigators will be notified of the occurrence of new, serious, unexpected AEs associated with the use of the study medication (i.e., there is a reasonable possibility that the AE may SELLAS Life Sciences Group Galinpepimut -S Protocol : SLS17 -201/ MK3475 -770 Protocol v1.1 (Amendment 1.0) 12 April 2019 Page 195 have been caused by the drug) via a written report. Expedited SAEs will be reported to all study investigators via a “Dear Doctor” letter sent by SELLAS , or its designee. It is the responsibility of the investigator to promptly inform the relevant IRB of record of these new AEs/risks to patients, in accordance w ith 21 Code of Federal Regulations (CFR) 312.66. 6.4.1.4. Assessment of Severity The severity, or intensity, of an AE refers to the extent to which an AE affects the patient’s daily activities. The investigator must make a clinical determination of the intensity and severity of each AE by using the NCI CTCAE v5.0. Adverse events that do not have a corresponding CTCAE term will be assessed according to the general guidelines for grading used in the CTCAE v5.0. The CTCAE displays grades 1 through 5 with unique clinical descriptions of severity for each AE based on the following guidelin e: Grade 1: Mild: asymptomatic or mild symptoms; clinical or diagnostic observations only; intervention not indicated Grade 2: Moderate: minimal, local, or noninvasive intervention indicated; limiting age-appropriate instrumental activities of daily living. Grade 3: Severe or medically significant but not immediately life threatening: hospitalization or prolongation of hospitalization indicated; disabling ; limiting self-care activities of daily living. Grade 4: Life threatening or debilitating: consequences; urgent intervention indicated Grade 5: Death Changes in the severity of an AE should be documented to allow an assessment of the duration of the event at each level of intensity to be performed. Adverse events characterized as intermittent do not require documentation of onset and duration of each episode. SELLAS Life Sciences Group Galinpepimut -S Protocol : SLS17 -201/ MK3475 -770 Protocol v1.1 (Amendment 1.0) 12 April 2019 Page 196 6.4.1.5. Assessment of Causality As part of the AE documentation process, investigators are required to as sess whether there is a reasonable possibility that study medications caused or contributed to an AE. This is not a factor in determining what is or is not reported in the study. If there is any doubt as to whether a clinical observation is an AE, the even t should be reported. The following general guidance for assessment of causality may be used: Unrelated: This relationship suggests that there is no association between the study drug and the reported event. Possible: This relationship suggests that treatment with the study drug caused or contributed to the AE, i.e., the event follows a reasonable temporal sequence from the time of drug administration or follows a known response pattern to the study drug, but could also have been produced by other factors. Probable: This relationship suggests that a reasonable temporal sequence of the event with drug administration exists and, based upon the known pharmacological action of the drug, known or previously reported adverse reactions to the drug or class of drugs, or judgment based on the investigator’s clinical experience, the association of the event with the study drug seems likely. The event disappears or decreases on cessation or reduction of the dose of study drug. Definite: This relationship suggests that a definite causal relationship exists between drug administration and the AE, and other conditions (concurrent illness, progression/expression of disease state, or concurrent medication reaction) do not appear to explain the event. The event reappears or worsens if the study drug is re-administered. Causality will be assessed for GM-CSF and study treatments separately when the AE or SAE is clearly related to the administration of GM -CSF. SELLAS Life Sciences Group Galinpepimut -S Protocol : SLS17 -201/ MK3475 -770 Protocol v1.1 (Amendment 1.0) 12 April 2019 Page 197 6.4.1.6. Exceptions Progression of the cancer under study is not considered an adverse event. The following events will not be reported as AEs or SAEs: • Relapse or recurrence of baseline tumor type • Hospitalization for a procedure for protocol-related investigations • Hospitalization for an elective treatment or procedur e for a pre-existing condition unrelated to the study • Hospitalization or prolongation of hospitalization for social or practical reasons Relapse or recurrence of a patient’s cancer will be documented on forms provided to the site and filed in the patient’s chart. The patient will be discontinued from the on -treatment portion of the study, and moved to the off-treatment follow-up period. Any therapy initiated for the treatment of the relapse will be documented. 6.4.1.7. Follow -Up of Patient s Reporting Adverse Events All AEs must be reported in detail on the appropriate page in the eCRF and followed to satisfactory resolution, until the investigator deems the event to be chronic or not clinically significant, or until the patient is considered to be stable. For SAEs, the investigator will follow the patient until the SAE resolves, returns to baseline condition or stabilization, or is determined to be permanent, whichever occurs first. Serious AEs that are ongoing at the time of clinical database closure will be recorded as ongoing on the eCRF page. A follow-up phone call for SAEs will occur 90 days after the last dose of pembrolizumab or 30 days following cessation of study treatment if the patient begins new anticancer therapy, whichever is earlier. If the patient initiates new anticancer therapy, this must be reported by the investigator. SELLAS Life Sciences Group Galinpepimut -S Protocol : SLS17 -201/ MK3475 -770 Protocol v1.1 (Amendment 1.0) 12 April 2019 Page 198 6.4.1.8. Events of Clinical Interest Selected non-serious and SAEs are also known as Events of Clinical Interest (ECI) and must be reported to the sponsor. For the time period beginning when the consent form is signed until treatment allocation, any ECI, or follow up to an ECI, that occurs to any patient must be reported within 24 hours to the sponsor if it causes the patient to be excluded from the trial, or is the result of a protoc ol- specified intervention, including but not limited to washout or discontinuation of usual therapy, diet, placebo treatment or a procedure. For the time period beginning at treatment allocation through 30 days following cessation of treatment, any ECI, or follow up to an ECI, whether or not related to the sponsor’s product, must be reported within 24 hours to the sponsor, either by electronic media or paper. Electronic reporting procedures can be found in the electronic data capturing ( EDC ) data entry guidelines. Paper reporting procedures can be found in the Investigator Trial File Binder (or equivalent). Events of clinical interest for this trial include: 1. An overdose of pembrolizumab, as defined in Section 5.3.8. - Definition of an Overdose for this Protocol, which is not associated with clinical symptoms or abnormal laboratory results. N.B.: No overdose is defined for galinpepimut-S. 2. An elevated AST or ALT laboratory value that is greater than or equal to 3 ´ the upper limit of normal (ULN) and an elevated total bilirubin lab oratory value that is greater than or equal to 2 ´ ULN and, at the same time, an alkaline phosphatase laboratory value that is less than 2 ´ ULN, as determined by way of protocol-specified laboratory testing or unscheduled laboratory testing.* SELLAS Life Sciences Group Galinpepimut -S Protocol : SLS17 -201/ MK3475 -770 Protocol v1.1 (Amendment 1.0) 12 April 2019 Page 199 *Note: These criteria are based upon available regulatory guidance documents. The purpose of the criteria is to specify a threshold of abnormal hepatic tests that may require an additional evaluation for an underlying etiology. The trial site guidance for assessment and follow up of these criteria can be found in the Investigator Trial File Binder (or equivalent). 6.5. Safety Monitoring Committee Not applicable.