 Participants with diarrhea/colitis should be advised to drink liberal quantities of clear fluids. If sufficient oral fluid intake is not feasible, fluid and electrolytes should be substituted via IV infusion. Grade 4 Permanently discontinue AST / ALT elevation or Increased bilirubin Grade 2 Withhold  Administer corticosteroids (initial dose of 0.5- 1 mg/kg prednisone or equivalent) followed by taper  Monitor with liver function tests (consider weekly or more frequently until liver enzyme value returned to baseline or is stable Grade 3 or 4 Permanently discontinue  Administer corticosteroids (initial dose of 1-2 mg/kg prednisone or equivalent) followed by taper Phase 2 Study of GVAX (with CY) and pembrolizum ab in MMR-p advanced colorectal cancer J16154/Version 5 / January 17, 2018 34Type 1 diabetes mellitus (T1DM) or Hyperglycemia Newly onset T1DM or Grade 3 or 4 hyperglycemia associated with evidence of - cell failure Withhold  Initiate insulin replacement therapy for participants with T1DM  Administer anti- hyperglycemic in participants with hyperglycemia  Monitor participants for hyperglycemia or other signs and symptoms of diabetes. Hypophysitis Grade 2 Withhold  Administer corticosteroids and initiate hormonal replacements as clinically indicated.  Monitor for signs and symptoms of hypophysitis (including hypopituitarism and adrenal insufficiency) Grade 3 or 4 Withhold or permanently discontinue1 Hyperthyroidism Grade 2 Continue  Treat with non-selective beta-blockers (eg, propranolol) or thionamides as appropriate  Monitor for signs and symptoms of thyroid disorders. Grade 3 or 4 Withhold or permanently discontinue1 Hypothyroidism Grade 2-4 Continue  Initiate thyroid replacement hormones (eg, levothyroxine or liothyroinine) per standard of care  Monitor for signs and symptoms of thyroid disorders. Nephritis and Renal dysfunction Grade 2 Withhold  Administer corticosteroids (prednisone 1-2 mg/kg or equivalent) followed by taper.  Monitor changes of renal function Grade 3 or 4 Permanently discontinue Myocarditis Grade 1 or 2 Withhold  Based on severity of AE administer corticosteroids  Ensure adequate evaluation to confirm etiology and/or exclude other causes Grade 3 or 4 Permanently discontinue All other immune- related AEs Intolerable/ persistent Grade 2 Withhold  Based on type and severity of AE administer corticosteroids  Ensure adequate evaluation to confirm etiology and/or exclude other causes Grade 3 Withhold or discontinue based on the type of event. Events that require discontinuation include and not limited to: Gullain-Barre Syndrome, encephalitis Grade 4 or recurrent Grade 3 Permanently discontinue 1. Withhold or permanently discontinue pembrolizumab is at th e discretion of the investigator or treating physician. NOTE: For participants with Grade 3 or 4 immune-related endocr inopathy where withhold of pembrolizumab is required, pembrolizumab may be resumed when AE resolves to ≤ Grade 2 and is controlled with hormonal replacement therapy or achieved metabolic control (in case of T1DM). Phase 2 Study of GVAX (with CY) and pembrolizum ab in MMR-p advanced colorectal cancer J16154/Version 5 / January 17, 2018 35In case toxicity does not resolve to Grade 0-1 within 12 weeks afte r last infusion, trial treatment should be discontinued after consultation with th e Sponsor. With Sponsor and Merck agreement, subjects with a laboratory adverse event still at Grade 2 after 12 weeks may continue treatment in the trial only if asymptomatic and controlled. In the case that a participant develops intolerance or side effect that is attributable to one agent (for example, intolerance only to Cy/GVAX or intolerance only to pembrolizumab), the participant may, at his or her discretion, continue to receive the other ac tive agent on study as otherwise indicated as long as they have received at least 1 full dose of both Cy/GVAX and pembrolizumab. 6. ADVERSE EVENTS: LIST A ND REPORTING REQUIREMENTS This study will use the descriptions and gradi ng scales found in the revised National Cancer Institute Common Terminology Criteria for A dverse Events (CTCAE) Active version for adverse event reporting that can be found at http://ctep.cancer.gov/proto colDevelopment/electroni c_applications/ctc.htm . Information about all adverse events, whethe r volunteered by the subject, discovered by investigator questioning, or dete cted through physical examinat ion, laboratory test or other means, will be collected, recorded, and followed as appropriate. The PI has the primary responsibility for contin uous internal monitoring for safety, protocol compliance, and identification, grading, coding, and required re porting of all anticipated and unanticipated adverse events and protocol pr oblems. Although this resp onsibility is usually shared among the PI, research nurse, and data manager, the PI is ultimately responsible for grading and attribution of all events. All adverse events experienced by subjects will be collected and reported from the first dose of the investigational agent, throughout the study, and will only be followed for 90 days unless related to the investigational agent. All Serious Adverse Events (SAEs) will be collected for 90 days after the end of treatment. Subjects who have an ongoing a dverse event related to the study procedures and/or medication(s) may continue to be periodically contacted by a member of the study staff until the event is resolved or determined to be irreversible by the investigator. Patients who experience a Grade 2 or higher ir AE should be discussed with the IND Sponsor. In addition, irAEs listed in Section 6.1.3 must be reported as an Ev ent of Clinical Interest (ECI) within 24 hours to the Sponsor and to Merck Global Sa fety even if no Serious Adverse Event Criteria are met. Laboratory abnormalities: Laboratory abnormalities present at the screening visit will be recorded as pre-treatment si gns and symptoms. After study treatment administration, all grade 3 and 4 clinical laboratory results that represent an incr ease in severity from baseline will be reported as adverse events. A grade 1 or 2 clinical laboratory abnormality should be reported as an adverse event only if it is considered clinically significant by the investigator. Phase 2 Study of GVAX (with CY) and pembrolizum ab in MMR-p advanced colorectal cancer J16154/Version 5 / January 17, 2018 366.1 Definitions 6.1.1 Adverse Event (AE) Adverse event is defined as any undesirable sign, symptom or medical condition occurring after starting the study drug (or therapy) ev en if the event is not considered to be related to the stud y. An undesirable medical condition can be symptoms (e.g., nausea, chest pain), signs (e.g.