of this protocol. SELLAS Life Sciences Group Galinpepimut -S Protocol : SLS17 -201/ MK3475 -770 Protocol v1.1 (Amendment 1.0) 12 April 2019 Page 201 Table 9 Laboratory Analyses Category Parameters Hematology Hematocrit, hemoglobin, platelet count, RBC count, RBC distribution, width, and WBC count with differential (basophils, eosinophils, lymphocytes, monocytes, neutrophils), ANC Not reported to sites: MCH, MCHC, MCV, MPV Coagulation INR, PT, PTT Serum Chemistry Electrolytes Sodium, potassium, chloride, calcium Liver Function ALT, AST, alkaline phosphatase, total bilirubin, direct bilirubin Renal Function BUN, creatinine Serum pregnancy Serum β- hCG Thyroid Function T3 or FT3, FT4, TSH Other LDH, total protein, glucose Urinalysis Dipstick (performed locally at site) ALT = alanine aminotransferase, ANC = absolute neutrophil count, AST = aspartate aminotransferase,  -hCG = beta - human chorionic gonadotropin, BUN = blood urea nitrogen, FT3 = fr ee triiodothyronine, FT4 = free thyroxine, INR= international normalized ration, LDH = lactate dehydrogenase, MCH = mean corpuscular hemoglobin, MCHC = mean corpuscular hemoglobin concentration, MCV = mean corpuscular volume, MPV = mean platelet volume, PT = prothrombi n time. PTT = partial thromboplastin time, RBC = red blood cells, T3 = triiodothyronine, TSH = thyroid stimulating hormone, WBC = white blood cells 6.8. Tumor Imaging and Assessment of Disease Tumor assessments will be performed by the investigators based on both modified RECIST 1.1 and iRECIST. The former will be used for assessment of the primary endpoint or the trial SELLAS Life Sciences Group Galinpepimut -S Protocol : SLS17 -201/ MK3475 -770 Protocol v1.1 (Amendment 1.0) 12 April 2019 Page 202 (in the solid tumor arms), which is ORR; the latter is an exploratory endpoint . Treatment decisions by the investigator will be based on iRECIST. All scans for tumor assessments performed during the study should be archived in accordance with the standard local practice. The scans from this study will be accessible in the event it may be requested for them to be submitted central review. If it is decided that central review might be warranted, images acquired for tumor assessments will be sent to an imaging core laboratory for archiving and potential independent analysis. The process for image collection can be found in the Site Imaging Manual (SIM). Tumor imaging is strongly preferred to be acquired by CT. For the abdomen and pelvis, contrast-enhanced MRI may be used when CT with iodinated contrast is contraindicated, or when mandated by local practice. MRI is the strongly preferred modality for imaging the brain. The same imaging technique regarding modality, ideally the same scanner, and the use of contrast should be used in a patient throughout the study to optimize the reproducibility of the assessment of existing and new tumor burden and improve the accuracy of the assessment of response or progression based on imaging. Note: for the purposes of assessing tumor imaging, the term “investigator” refers to the local investigator at t he site and/or the radiological reviewer located at the site or at an offsite facility . Imaging should include the chest, abdomen, and pelvis. For TNBC patients, bone scans are also required for patients with a history of bone metastases and/or for those patients with new bone pain. 6.8.1. Initial Tumor Imaging Initial tumor imaging at screening must be performed within 28 days prior to the date of the first dose of trial treatment or date of allocation. The site study team must review screening images to confirm the patient has measurable disease per RECIST 1.1. SELLAS Life Sciences Group Galinpepimut -S Protocol : SLS17 -201/ MK3475 -770 Protocol v1.1 (Amendment 1.0) 12 April 2019 Page 203 6.8.2. Tumor Imaging During the Study For solid tumors only, the first on-study imaging assessment should be performed at Week 9 Day 1 ± 7 days) from the date of enrollment. Subsequent tumor imaging should be performed at Weeks 18, 27, 36, 45, 54, 63, 72, and 84 (Day 1 ±7 days) or more frequently if clinically indicated. Imaging timing should follow calendar days and should not be adjusted for delays in cycle starts. Imaging should continue to be performed until disease progression is identified by the investigator. Objective response should be confirmed by a repeat imaging assessment. Tumor imaging to confirm PR or CR should be performed at least 4 weeks after the first in dication of a response is observed. Patients will then return to regular scheduled imaging, starting with the next scheduled imaging time point. Patients who receive additional imaging for confirmation do not need to undergo the next scheduled tumor imagin g if it is less than 4 weeks later; tumor imaging may resume at the subsequent scheduled imaging time point. Per iRECIST (Section 6.8.5), disease progression should be confirmed by the site 4 to 8 weeks after. 6.8.3. End of Treatment and Follow -up Tumor Imaging For patients who discontinue study treatment, tumor imaging should be performed at the time of treatment discontinuation (±4 week window). If previo us imaging was obtained within 4 weeks prior to the date of discontinuation, then imaging at treatment discontinuation is not mandatory. For patients who discontinue study treatment due to documented disease progression, this is the final required tumor imaging if the investigator elects not to implement iRECIST. For patients who discontinue study treatment without documented disease progression, every effort should be made to continue monitoring disease status by tumor imaging every 3 months until the start of a new anticancer treatment, disease progression, pregnancy, death, withdrawal of consent, or the end of the study, whichever occurs first. SELLAS Life Sciences Group Galinpepimut -S Protocol : SLS17 -201/ MK3475 -770 Protocol v1.1 (Amendment 1.0) 12 April 2019 Page 204 6.8.4. RECIST 1.1 Assessment of Disease RECIST 1.1 will be used as the primary measure for assessment of tumor response, date of disease progression, and as a basis for all protocol guidelines related to disease status. Although RECIST 1.1 references a maximum of 5 target lesions in total and 2 per organ, this protocol allows a maximum of 10 target lesions in total and 5 per organ, if clinically relevant to enable a broader sampling of tumor burden. 6.8.5. iRECIST Assessment of Disease iRECIST is based on RECIST 1.1, but adapted to account for the unique tumor response seen with immunotherapeutic drugs. iRECIST will be used by the Investigator to assess tumor response and progression, and make treatment decisions. When clinically stable, patients should not be discontinued until progression is confirmed by the investigator, working with local radiology, according to the rules outlined in Appendix 12.6. This allowance to continue treatment despite initial radiologic PD takes into account the observation that some patients can have a transient tumor flare in the first few months after the start of immunotherapy, and then experience subsequent disease response. This data will be captured in the clinical database. Clinical stability is defined as the following: • Absence of symptoms and signs indicating clinically significant progression of disease • No decline in ECOG performance status • No requirements for intensified management, including increased analgesia, radiation, or other palliative care Any patient deemed clinically unstable should be discontinued from study treatment at site - assessed first radiologic evidence of PD, and is not required to have repeat tumor imaging for confirmation of PD by iRECIST. SELLAS Life Sciences Group Galinpepimut -S Protocol : SLS17 -201/ MK3475 -770 Protocol v1.1 (Amendment 1.0) 12 April 2019 Page 205 If the Investigator decides to continue treatment, the patient may continue to receive study treatment and the tumor assessment should be repeated 4 to 8 weeks later to confirm PD by iRECIST, per Investigator assessment. Images should be archived for potential retrospective Blinded Independent Central Review (BICR). If repeat imaging does not confirm PD per iRECIST, as assessed by the Investigator, and the patient continues to be clinically stable, study treatment may continue and follow the regular imaging schedule. If PD is confirmed, patients will be discontinued from study treatment. If a patient has confirmed radiographic progression (iRECIST confirmed progressive disease [iCPD]) as defined in Appendix . study treatment should be discontinued; however, if the patient is achieving a clinically meaningful benefit, an exception to continue study treatment may be considered following consultation with the sponsor. In this case, if study treatment is continued, tumor imaging should continue to be performed following the intervals as outlined in Appendix  A description of the adaptations and iRECIST process is provided in Appendix , with additional details in the iRECIST publication >6eymour et al, 2017]. A summary of imaging and treatment requirements after first radiologic evidence of progression is provided in Table 10 and illustrated as a flowchart in Figure . SELLAS Life Sciences Group Galinpepimut -S Protocol : SLS17 -201/ MK3475 -770 Protocol v1.1 (Amendment 1.0) 12 April 2019 Page 206 Table 10 Imaging and Treatment after First Radiological Evidence of Progressive Disease Clinically Stable Clinically Unstable Imaging Treatment Imaging Treatment First radiologic evidence of PD by RECIST 1.1 Repeat imaging at 4 to 8 weeks to confirm PD. May continue study treatment at the Investigator’s discretion while awaiting confirmatory tumor imaging by site by iRECIST. Repeat imaging at 4 to 8 weeks to confirm PD per Investigator’s discretion only. Discontinue treatment Repeat tumor imaging confirms PD (iCPD) by iRECIST per Investigator assessment No additional imaging required. Discontinue treatment (exception is possible upon consultation with Sponsor ). No additional imaging required. Not applicable Repeat tumor imaging shows iUPD by iRECIST per Investigator assessment Repeat imaging at 4 to 8 weeks to confirm PD. May occur at next regularly scheduled imaging visit. Continue study treatment at the Investigator’s discretion. Repeat imaging at 4 to 8 weeks to confirm PD per Investigator’s discretion only. Discontinue treatment Repeat tumor imaging shows iSD, iPR, or iCR by iRECIST per Investigator assessment. Continue regularly scheduled imaging assessments. Continue study treatment at the Investigator’s discretion. Continue regularly scheduled imaging assessments. May restart study treatment if condition has improved and/or clinically stable per Investigator’s discretion. Next tumor imaging should occur according to the regular imaging schedule. SELLAS Life Sciences Group Galinpepimut -S Protocol : SLS17 -201/ MK3475 -770 Protocol v1.1 (Amendment 1.0) 12 April 2019 Page 207 Clinically Stable Clinically Unstable Imaging Treatment Imaging Treatment iCPD = iRECIST confirmed progressive disease; iCR = iRECIST complete response; iRECIST = modified Response Evaluation Criteri a in Solid Tumors 1.1 for immune- based therapeutics; iSD = iRECIST stable disease; iUPD = iRECIST unconfirmed progressive disease; PD = progressive disease; RECIST 1.1 = Response Evaluation Criteria in Solid Tumors 1.1. SELLAS Life Sciences Group Galinpepimut -S Protocol : SLS17 -201/ MK3475 -770 Protocol v1.1 (Amendment 1.0) 12 April 2019 Page 208 Figure 14 Imaging and Treatment for Clinically Stable Patients Treated with Pembrolizumab after First Radiologic Evidence of PD Assessed by Investigator SELLAS Life Sciences Group Galinpepimut -S Protocol : SLS17 -201/ MK3475 -770 Protocol v1.1 (Amendment 1.0) 12 April 2019 Page 209 7. Statistical and Analytical Plan 7.1. Primary Efficacy Endpoints The primary efficacy endpoints are the safety and tolerability of the combination and ORR within each tumor-specific cohort. 7.2. Secondary Efficacy Endpoints The secondary efficacy endpoints are TTR, time to next treatment and DOR. 7.3. Exploratory Endpoints The exploratory endpoints are WT1-specific immune response dynamics in PB, select general immunodynamics assessments (in PB and tissue samples, as applicable), genomic testing (including MSS/MSI assessment for CRC) in tissue samples, as well as OS, and PFS. 7.4. Sample Size Calculations Approximately 90 patients will be enrolled in the study. The planned number of patients within each tumor-specific cohort is as follows: CRC (N = 20), OvC (N = 20), SCLC (N = 20), TNBC (N = 15), and AML (N = 15). This study uses a Bayesian monitoring approach to guide decision-making using data on the primary efficacy endpoint (ORR) within each tumor-specific cohort. If the data provide high confidence that t he true ORR (or rate of CR, incl. CRi/CRp, in AML patients) exceeds a minimal clinically meaningful level, then the results would support continued development (a “Go” decision) for that cohort. If the data suggest that the true ORR is unlikely to meet the desired level of clinical activity, then the results would support a decision to halt further continuation of accrual (a “Stop” decision) for that cohort. Definitions of the decision boundaries can be found in Section 7.6.6. Results that do not meet either the Stop or Go criteria are said to be in the consider zone, where determination of the next course of actio n will be guided by additional information such as secondary endpoints or external data on similar compounds. This SELLAS Life Sciences Group Galinpepimut -S Protocol : SLS17 -201/ MK3475 -770 Protocol v1.1 (Amendment 1.0) 12 April 2019 Page 210 approach is based on the decision-making framework described in Lalonde et al, 2007 and Frewer et al, 2016. The minimal clinically meaningful level is defined by the “lower reference value” (LRV), and the desired level of clinical activity is defined by the “target value” (TV). The LRV and TV for each tumor type are determined by medical opinion, evidence from the literature, or data from other compounds developing in the same area. These values are as follows: CRC LRV=10%, TV=20%; OvC LRV=10%, TV=20%; SCLC LRV=30%, TV=40%; TNBC LRV=15%, TV=25%; AML LRV=15%, TV=25%. Enrollment in a cohort may be stopped for futility prior to reaching the planned sample size if there is a high predicted probability of a Stop decision at the planned sample size. Enrollment in a cohort may be increased by approximately 10 additional patients beyond the planned sample size if the sponsor determines that further data on the primary or secondary endpoints is needed to clarify the efficacy signals for a Go/No -Go decision. Performance of the study design is evaluated on the basis of the probability of entering each decision zone for given true ORR values at the planned s ample size within each cohort. Based on the performance characteristics summarized in Table 11 through Table 13, the sample sizes are adequate to address the study’s objectives. Table 11 Statistical Design Performance for CRC or OvC Cohorts of 20 Patients Probability of Making Each Decision for a Given True ORR True ORR Go (%) Consider (%) Stop (%) 20% (TV) 59 34 7 15% 35 47 18 10% (LRV) 13 48 39 CRC = colorectal cancer; ORR = overall response rate; OvC = ovarian cancer; LRV = lower reference value; TV = target value SELLAS Life Sciences Group Galinpepimut -S Protocol : SLS17 -201/ MK3475 -770 Protocol v1.1 (Amendment 1.0) 12 April 2019 Page 211 Table 12 Statistical Design Performance for SCLC Cohort of 20 Patients Probability of Making Each Decision for a Given True ORR True ORR Go (%) Consider (%) Stop (%) 40% (TV) 58 29 13 35% 40 36 25 30% (LRV) 23 36 42 ORR = overall response rate; LRV = lower reference value; SCLC = small cell lung cancer; TV = target value Table 13 Statistical Design Performance for TNBC and AML Cohorts of 15 Patients Probability of Making Each Decision for a Given True ORR True ORR Go (%) Consider (%) Stop (%) 25% (TV) 54 38 8 20% 35 48 17 15% (LRV) 18 50 32 AML = acute myeloid leukemia; ORR = overall response rate; LRV = lower reference value; TNBC = triple negative breast cancer; TV = target value Calculations and simulations to determine decision boundaries and performance characteristics were performed using version 3.3.3 of the R software package (R Core Team). 7.5.