For a full list of eligibility criteria, refer to Sections  . SELLAS Life Sciences Group Galinpepimut -S Protocol : SLS17 -201/MK3475 -770 Protocol v1.1 (Amendment 1.0) 12 April 2019 Page 37 Treatments: Patients will be administered a fixed dose of the following treatments: • Galinpepimut-S: 4 WT1 derived synthetic analog peptides (galinpepimut-S) emulsified with the adjuvant Montanide for a total injection volume of 1 mL. • Pembrolizumab: 200 mg Patients will be administered subcutaneous (SC) sargramostim (from here on referred to as GM-CSF) at the site of the planned galinpepimut-S injection 2 days before (Day –2) and the day of (Day 1) each galinpepimut-S administration. The overall treatment administration schedule is shown in the figure below: Refer to Section 5 for more details on treatment. SELLAS Life Sciences Group Galinpepimut -S Protocol : SLS17 -201/MK3475 -770 Protocol v1.1 (Amendment 1.0) 12 April 2019 Page 38 Dose-limiting Toxicities All toxicities will be graded using NCI CTCAE Version 5.0 (published in November 2017), as per the following link:. https://ctep.cancer.gov/protocolDevelopment/electronic_applicati ons/docs/CTCAE_v5_Q uick_Reference_5x7.pdf. The dose-limiting toxicity (DLT) window of observation will be: For patients in the solid tumor arms: at least one (1) cycle following the co-administration of galinpepimut-S in combination with pembrolizumab. For patients in the AML arm: at least 8 weeks following the first administration of pembrolizumab N.B.: this DLT assessment time window at the beginning of the study was chosen considering that (i). the treatment regimen in AML subjects includes the administration of HMA treatment (with cycle duration of at least 4 weeks), along with investigational therapy (pembrolizumab and galinpepimut-S), and (ii). the timing of administration of the two sets of modalities is not linked, so that an adequate time interval to capture potential toxicities is secured. A DLT is judged by the investigator to be possibly, probably, or definitely related to study drug administration. For patients in the solid tumor arms: Missing > 25% of the doses as a result of drug-related AE(s) during the period from first administration of galinpepimut-S SELLAS Life Sciences Group Galinpepimut -S Protocol : SLS17 -201/MK3475 -770 Protocol v1.1 (Amendment 1.0) 12 April 2019 Page 39 and up until the completion of the first cycle of the co - administration of galinpepimut-S in combination with pembrolizumab, drug-related AE(s) which caused patient to discontinue treatment during Cycle 1, or Grade 5 toxicity, will be considered DLTs. DLTs will also be defined as most Grade 4 nonhematologic toxicities (not laboratory) or hematologic toxicity lasting ≥ 7 days except thrombocytopenia, most nonhematologic AEs ≥ Grade 3 in severity, febrile neutropenia (FN) Grade 3 or Grade 4: missing >25% of pembrolizumab doses as a result of drug-related AE(s) during the first cycle, thrombocytopenia < 25,000/mm 3 and meeting specific criteria, including a life- threatening bleeding event, or prolonged delay (> 2 weeks) in initiating the second cycle of of co- administration of galinpepimut-S in combination with pembrolizumab due to treatment-related toxicity. Details for DLTs are provided in Section 5.3.6.1. Staggered Early Enrollment: To minimize exposing subjects to the risk of potential unknown acute and subacute toxicities of comb ining pembrolizumab with galinpepimut-S, the inter-dosing interval in-between the first consecutive three (3) subjects to be enrolled in this study arm will be one (1) week following the administration of the first dose of pembrolizumab in these patients. DLT assessment and actions (unless stopping rules apply): Initially up to 6 patients will be enrolled across all active solid tumor cohorts (colorectal, ovarian, small cell lung cancer, breast cancer). If 2 or fewer patients of these first 6 patients have DLTs, enrollment can continue for up to another 6 patient s SELLAS Life Sciences Group Galinpepimut -S Protocol : SLS17 -201/MK3475 -770 Protocol v1.1 (Amendment 1.0) 12 April 2019 Page 40 across these arms with no dose adjustments made. If DLTs are observed in more than 2 patients of the first 6, the time interval between galinpepimut-S doses for the inoculation following the one associated with the DLT will be doubled. For example, if galinpepimut-S was given on a Q3W schedule before the DLT occurred, it should be given Q6W for the immediately subsequent administration after the dosing event associated with the DLT, while keeping the pembrolizumab dose and frequency stable. In the next 6 patients (patients 7 to 12), if again, 2 or fewer of these patients have DLTs observed, enrollment can continue. If DLTs are observed in more than 2 of patients 7 to 12, the time interval between galinpepimut -S doses for the inoculation following the one associated with the DLT will be doubled, while keeping the pembrolizumab dose and frequency stable. If DLTs are observed in more than 2 patients of the first 6 (patients 1 to 6) and again in more than 2 patients of the next 6 (patients 7 to 12), the time interval between galinpepimut -S doses will be doubled for two (2) inoculations following the one associated with the DLT. For example, if galinpepimut -S was given on a Q3W schedule before the DLT occurred, it should be given Q6W for the 2 immediately subsequent administrations after the dosing event associated with the DLT, while keeping the pembrolizumab dose and frequency stable. Should a given patient experience any of the above DLTs at any time after the completion of the first cycle of co-administration of galinpepimut-S in combination with pembrolizumab, the frequency of administration of galinpepimut-S will be reduced by 50% for the next cycle, but pembrolizumab will continue as SELLAS Life Sciences Group Galinpepimut -S Protocol : SLS17 -201/MK3475 -770 Protocol v1.1 (Amendment 1.0) 12 April 2019 Page 41 scheduled. If another DLT occurs in that next cycle, the frequency of administration of galinpepimut-S will be reduced by 50% for the subsequent 2 cycles, but pembrolizumab will continue as scheduled. If a DLT occurs after these dose modifications in subsequent cycles, the patient will be discontinued from the study. The above dose density modifications in response to DLTs is further summarized in the bulleted list of actions below: • First DLT à skip the next GPS inoculation (scheduled for the next cycle, i.e., 3 wks ahead) and administer GPS 6 wks ahead (i.e., ‘spread out’) once thereafter, i.e. for 1 additional cycle à DLT resolution à Return to per protocol schedule of GPS administration • Second DLT (after reverting to the per protocol schedule) à skip the next GPS inoculation (scheduled for the next cycle, i.e., 3 wks ahead) and administer GPS 6 wks ahead (i.e., ‘spread out’) twice thereafter, i.e. for 2 additional cycles à DLT resolution à Return to per protocol schedule of GPS administration • Third DLT (occurring either after reverting to the per protocol schedule or during the ‘spread out’ schedule to manage the 2nd DLT above) à Discontinue patient from study. N.B.: In all above modifications of the dose density of galinpepimut-S, as all intervals (in weeks) between 2 successive GPS administrations are multiples of three (3) by design, following these rules, co-administration with pembrolizumab is always secured. SELLAS Life Sciences Group Galinpepimut -S Protocol : SLS17 -201/MK3475 -770 Protocol v1.1 (Amendment 1.0) 12 April 2019 Page 42 Stopping Rules: • Development of any SAEs at least “possibly attributable” to the study agent(s) in 2 out of the first 6 patients in the study. In this case, the upper 90% one-sided CI bound for 2 patients with SAEs within 6 patients would be 66.7%, consistent with an excessive rate of toxicity. • The fraction of patients experiencing an SAE at least “possibly attributable” to the study agent(s) exceed s 1/3, at any time during study implementation beyond the first 6 patients. • Death at least “possibly attributable” to the study agent(s) within 30 days after the administration of the investigational treatment (GPS plus pembrolizumab). If the study is stopped due to activation of the above rules, the safety data will be examined by the sponsor in consultation with investigators in order to determine how to proceed or whether to discontinue the study at large. For patients in the AML arm:DLTs will be defined by toxicities observed in the first 8 weeks from study entry, as follows: a. Missing > 25% of the doses as a result of drug related AE during cycle 1 and/or 2 SELLAS Life Sciences Group Galinpepimut -S Protocol : SLS17 -201/MK3475 -770 Protocol v1.1 (Amendment 1.0) 12 April 2019 Page 43 b. Drug-related AE which causes patient to discontinue treatment during cycle 1 and/or 2 - Grade 5 toxicity - Grade 4 non-hematological toxicity (other than laboratory abnormality) - Grade 3 non-hematological toxicity (other than laboratory abnormality; exception: fatigue, nausea, emesis, diarrhea, rash, infection, fever, or bleeding unless the event lasts more than 3 days despite optimal care) - Grade 3 and 4 non-hematological lab abnormality, if any of the following occurs: • Medical intervention is required • Abnormality persists > 1 week • Abnormality results in drug-induced liver injury • Any treatment-related toxicity that causes a greater than 3-week delay in initiation of cycle 2 and/or 3 • Development of an immune-related AE resulting in withholding of pembrolizumab and initiation of steroids, for example, grade 2 or higher colitis/diarrhea, grade 2 or higher pneumonitis, grade 2 or higher transaminitis, any grade myocarditis (complete list currently shown in Table 5) Any other toxicities in the AML arm will not be considered dose-limiting. Details for AML DLTs are provided in Section 5.3.6.2. SELLAS Life Sciences Group Galinpepimut -S Protocol : SLS17 -201/MK3475 -770 Protocol v1.1 (Amendment 1.0) 12 April 2019 Page 44 Staggered Early Enrollment: To minimize exposing subjects to the risk of potential unknown acute and subacute toxicities of combining HMA with the investigational therapy (pembrolizumab and galinpepimut -S) in the AML arm, the inter-dosing interval between the first two (2) subjects to be enrolled in this study arm will be 12 weeks. DLT assessment and actions (unless stopping rules apply): AML-specific DLTs will be considered separately from all other patients. Initially up to 6 patients will be enrolled in the AML cohort. If 2 or fewer patients of these first 6 patients have DLTs, enrollment can continue for up to another 6 patients in the AML arm with no dose adjustments made. If DLTs are observed in more than 2 patients of the first 6, the time interval between galinpepimut-S doses will be doubled for the inoculation following the one associated with the DLT, but pembrolizumab will continue as scheduled. In the next 6 patients (patients 7 to 12), if again, 2 or fewer of these patients have DLTs observed, enrollment can continue. If DLTs are observed in more than 2 of patients 7 to 12, If DLTs are observed in more than 2 of patients 7 to 12, the time interval between galinpepimut-S doses will be doubled for the inoculation following the one associated with the DLT, but pembrolizumab will continue as scheduled. If DLTs are observed in more than 2 patients of the first 6 (patients 1 to 6) and again in more than 2 patients of the next 6 (patients 7 to 12), the time interval between galinpepimut -S doses will be doubled for two (2) inoculations following the one associated with the DLT, but pembrolizumab will continue as scheduled. For example, if galinpepimut-S was given on a Q3W SELLAS Life Sciences Group Galinpepimut -S Protocol : SLS17 -201/MK3475 -770 Protocol v1.1 (Amendment 1.0) 12 April 2019 Page 45 schedule before the DLT occurred, it should be given Q6W for the 2 immediately subsequent administrations after the dosing event associated with the DLT, while keeping the pembrolizumab dose and frequency stable. Should a given patient experience any of the above DLTs at a ny time after the completion of the second cycle of co- administration of galinpepimut-S in combination with pembrolizumab, the frequency of administration of galinpepimut-S will be reduced by 50% for the next cycle, but pembrolizumab will continue as scheduled. If another DLT occurs in that next cycle, the frequency of administration of galinpepimut-S will be reduced by 50% for the subsequent 2 cycles, but pembrolizumab will continue as scheduled. If a DLT occurs after these dose modifications in subsequent cycles, the patient will be discontinued from the study. The above dose density modifications in response to DLTs is further summarized in the bulleted list of actions below: • First DLT à skip the next GPS inoculation (scheduled for the next cycle, i.e., 3 wks ahead) and administer GPS 6 wks ahead (i.e., ‘spread out’) once thereafter, i.e. for 1 additional cycle à DLT resolution à Return to per protocol schedule of GPS administration • Second DLT (after reverting to the per protocol schedule) à skip the next GPS inoculation (scheduled for the next cycle, i.e., 3 wks ahead) and administer GPS 6 wks ahead (i.e., ‘spread out’) twice thereafter, i.e. for SELLAS Life Sciences Group Galinpepimut -S Protocol : SLS17 -201/MK3475 -770 Protocol v1.1 (Amendment 1.0) 12 April 2019 Page 46 2 additional cycles à DLT resolution à Return to per protocol schedule of GPS administration • Third DLT (occurring either after reverting to the per protocol schedule or during the ‘spread out’ schedule to manage the 2nd DLT above) à Discontinue patient from study. N.B.: In all above modifications of the dose den sity of galinpepimut-S, as all intervals (in weeks) between 2 successive GPS administrations are multiples of three (3) by design, following these rules, co-administration with pembrolizumab is always secured. Stopping rules: • Development of any SAEs at least “possibly attributable” to the study agent(s) in 2 out of the first 6 patients in the study. In this case, the upper 90% one-sided CI bound for 2 patients with SAEs within 6 patients would be 66.7%, consistent with an excessive rate of toxicity. • The fraction of patients experiencing an SAE at least “possibly attributable” to the study agent(s) exceeds 1/3, at any time during study implementation beyond the first 6 patients. • Death at least “possibly attributable” to the study investigational agent(s) within 30 days after the administration of the investigational treatment (GPS plus pembrolizumab) • Development of grade 3 or higher colitis/diarrhea, SELLAS Life Sciences Group Galinpepimut -S Protocol : SLS17 -201/MK3475 -770 Protocol v1.1 (Amendment 1.0) 12 April 2019 Page 47 grade 3 or higher pneumonitis, grade 3 or higher nephritis, grade 3 or higher transaminitis, or any grade myocarditis in 2 out of the first 6 patients in the AML arm of the study. In this case, the upper 90% one-sided CI bound for 2 patients with SAEs within 6 patients would be 66.7%, consistent with an excessive rate of toxicity. • The fraction of patients experiencing grade 3 or higher colitis/diarrhea, grade 3 or higher pneumonitis, grade 3 or higher nephritis, grade 3 or higher transaminitis, or any grade myocarditis exceeds 40%, at any time during study implementation beyond the first 6 patients in the AML arm. If the study is stopped due to activation of the above rules, the safety data will be examined by the Sponsor in consultation with investigators in order to determine how to proceed or whether to discontinue the study at large. Note: Dose modifications for HMA-related (known/expected) toxicities -for either azacitidine or decitabine - in AML patients will be based on the respective US Prescribing Information for these products. These documents are included as Appendices 12.1 and 12.2. SELLAS Life Sciences Group Galinpepimut -S Protocol : SLS17 -201/MK3475 -770 Protocol v1.1 (Amendment 1.0) 12 April 2019 Page 48 Procedures After signing the informed consent, patients will enter the 28- day Screening period. At the baseline visit (Day −2), all pretreatment screening procedures/assessments must be completed, review of inclusion/exclusion criteria (including specific tumor histologic type verification, [e.g., TNBC]), and review of laboratory and tissue pathology results confirmed prior to enrollment and the first GM-CSF injection. Patients will then enter the open-label treatment period which is approximately 111 weeks (777 days; 2.13 years) in duration; the last galinpepimut-S administration would occur at 84 weeks (day 588 days; 1.61 years). Patients will be treated until progression, death, unacceptable toxicity (including activation of the stopping rules in either the solid tumor arms or the AML arm), or completion of 2 years of therapy with pembrolizumab, whichever occurs first. A safety follow-up period will occur 30 days after the last administration of study drug. A follow-up phone call for serious adverse events 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. For a full list of study procedures, including the timing of each procedure, please refer to Section  and the Schedule of Assessments in Table 8. SELLAS Life Sciences Group Galinpepimut -S Protocol : SLS17 -201/MK3475 -770 Protocol v1.1 (Amendment 1.0) 12 April 2019 Page 49 Estimated Study Duration: Maximum study treatment duration is approximately 111 weeks (777 days; 2.13 years), during which the last galinpepimut-S administration would occur at 84 weeks (day 588 days; 1.61 years) – all time measurements assume t-zero the date of first galinpepimut-S administration, except specifically for safety, t-zero assumes the date of first GM-CSF administration (day -2 of the entire protocol schedule). Efficacy Assessments: Signal response for each a priori statistically defined clinical outcome (ORR per RECIST 1.1) for all solid tumor types or other appropriate instrument scales, such as attainment of morphologic CR in AML patients.