In addition to RECIST 1.1, all scans will be read according to iRECIST immune response consensus guideline (Seymour et al, 2017) to ensure that patients are not discontinued from therapy due to the phenomenon of tumor “pseudoprogression”, and clinical decisions will be based on iRECIST (Hodi et al, 2016). Exploratory Assessments: ORR per iRECIST in patients in the solid tumor arms and the frequency (rate) of achievement of MRD negativity in patients in the AML arm will be evaluated as exploratory endpoints. All patients enrolled in the study will be followed and assessed for PFS and OS, according to the intent-to-treat (ITT) principle. Specifically for OS, patients who complete the protocol - specified study treatment period or patients who discontinue early will enter an off treatment follow -up period to assess OS, with regular assessments every 3 months until study closure (defined as up to 2 years and 6 weeks, i.e., 111 weeks after the first galinpepimut-S administration given to the last patient SELLAS Life Sciences Group Galinpepimut -S Protocol : SLS17 -201/MK3475 -770 Protocol v1.1 (Amendment 1.0) 12 April 2019 Page 50 enrolled into the study, which corresponds to 2 years after the first injection of pembrolizumab). This study will also assess the effect of the study treatment on readouts of immunologic tests in PB samples, as well as presence and density of immune cell infiltrates within the tumor stroma (or BM in AML patients) using at least one post-therapy tumor biopsy (and comparing the findings with those at baseline, i.e., prior to initiation of treatment). Details are provided in Section 6.3. Safety Assessments: At each galinpepimut-S administration visit the investigator will review concomitant medication s, AEs, ECOG performance status score, vital signs (including body temperature, systolic and diastolic blood pressure [BP], heart rate, and respiratory rate; and weight). All blood samples will be collected before galinpepimut-S and/or pembrolizumab administration (Day 1 of each cycle). Blood samples for complete blood count (CBC) with differential and platelet count and serum chemistry, will also be collected prior to the administration of GM -CSF at Day - 2 of each cycle whereby galinpepimut-S is also co-administered. In addition to the blood samples collected for safety, blood samples will be collected for exploratory investigations on immune reactivity against the tumor. Safety assessments will be conducted at every visit. The EOT visit will occur 30 days after the last pembrolizumab injection. A follow-up phone call for serious adverse events (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. SELLAS Life Sciences Group Galinpepimut -S Protocol : SLS17 -201/MK3475 -770 Protocol v1.1 (Amendment 1.0) 12 April 2019 Page 51 Toxicity will be graded in accordance with CTCAE v5.0 developed by the NCI (https://ctep.cancer.gov/protocolDevelopment/electronic_applica tions/docs/CTCAE_v5_Q uick_Reference_5x7.pdf). Details regarding mitigation steps if AEs occur during drug administration (e.g., injection site reactions [ISRs]) post- galinpepimut-S SC administration (when administered as monotherapy during the first 2 administrations, as well as subsequently, i.e., in combination with pembrolizumab IV infusion), as well as infusion related reactions (IRR) to pembrolizumab IV (when given in combination with galinpepimut-S SC) are included in Section 5.3.6. Statistical Considerations: Sample Size: 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 for patients in the solid tumor arms and rate of achievement of CR/CRi /CRp in patients in the AML arm) within each tumor-specific cohort. If the data provide high confidence that the true ORR (or CR/CRi/CRp rate for AML) exceeds a minimal clinically meaningful level or threshold, then the results would support continued development (a “Go” decision) for that cohort. If the data suggest that the true ORR (or CR/CRi/CRp rate for AML) 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. This approach is SELLAS Life Sciences Group Galinpepimut -S Protocol : SLS17 -201/MK3475 -770 Protocol v1.1 (Amendment 1.0) 12 April 2019 Page 52 based on the decision-making framework of Lalonde et al, 2007 and Frewer et al, 2016. For each tumor type test, the minimal clinically meaningful level of any given ORR (or CR/CRi/CRp rate for AML) value/result 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 a synthesis of medical opinion, evidence from the literature, or data from other compounds being developed 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 with approximately 10 additional patients beyond the planned sample size if the sponsor determines that further data is needed to clarify the safety or efficacy signals for a Go/No-Go decision. Based on the performance characteristics computed and described in the statistical section of the protocol, the sample sizes are adequate to address the study’s objectives. No formal statistical power calculations to determine sample size were performed. Statistical Methods: Analysis Sets • The full analysis set (FAS) comprises all patients who are assigned to receive study treatment as per the intent-to-treat (ITT) principle, regardless of whether or SELLAS Life Sciences Group Galinpepimut -S Protocol : SLS17 -201/MK3475 -770 Protocol v1.1 (Amendment 1.0) 12 April 2019 Page 53 not they subsequently go on to receive study treatment or whether they deviate from the protocol in any major way. • The modified intent-to-treat (mITT) set comprises all patients who are assigned to receive study treatment and have at least 1 post-baseline efficacy assessment (RECIST 1.1), even if they deviate from the protocol in any major way. The mITT will also include any patient that goes off study treatment because of clinical progression prior to the first scheduled per-protocol scan. • The safety analysis set comprises all patients who receive any amount of study drug. • The per-protocol set (PPS) comprises all patients who are assigned to receive study treatment, receive at least 1 injection of study treatment, have at least 1 post-baseline efficacy assessment (RECIST 1.1), and do not deviate from the protocol in any major way All efficacy analyses will be based on the FAS and will also be conducted on the mITT set and PPS for exploratory purposes. The study’s primary objective will be judged on the basis of the analysis of ORR. For CRC patients, only those with MSS and MSI-L will be included in the primary efficacy analysis . The safety analyses will be based on the safety analysis set and will group patients according to treatment actually received. Secondary and exploratory efficacy analyses will be performed on the FAS as well as on the mITT set and PPS for exploratory purposes. Analysis of Primary Efficacy Endpoint: For each tumor- specific cohort, a Bayesian approach with non -informative SELLAS Life Sciences Group Galinpepimut -S Protocol : SLS17 -201/MK3475 -770 Protocol v1.1 (Amendment 1.0) 12 April 2019 Page 54 Jeffreys prior beta distribution with parameters a = 0.5 and b = 0.5 will be used to estimate the ORR (or CR/CRi/CRp rate in AML) and its 95% credible interval based on the posterior distribution. At the time of analysis, within each tumor -specific cohort, the prior distribution will be updated with all available data from the evaluable patients to obtain the posterior distribution of the true ORR. The posterior probabilities that ORR (or CR/CRi/CRp rate in AML) exceeds TV and LRV will be reported for each cohort. A high posterior probability that ORR > LRV will support a “Go” decision to continue development in the cohort, and a low posterior probability that ORR > TV will support a “Stop” decision to halt development in the cohort. A “Consider” decision results if neither a Stop nor a Go decision can be made. The specific criteria for making a Stop, Consider, or Go decision within each tumor-specific cohort are derived using the following acceptable risks: • 10% false stop risk: maximum acceptable probability that ORR > TV given that a Stop decision is made. • 20% false go risk: maximum acceptable probability that ORR ≤ LRV given that a Go decision is made Before reaching the planned sample size in a coh ort, the posterior probabilities will be updated continuously after each patient (or group of patients) and will be used to determine, within each cohort, the predictive probability of eventually reaching a Stop decision at the planned sample size. If this predictive probability is ≥ 80%, then enrollment in that cohort may be stopped early for futility. SELLAS Life Sciences Group Galinpepimut -S Protocol : SLS17 -201/MK3475 -770 Protocol v1.1 (Amendment 1.0) 12 April 2019 Page 55 Stop/Go and futility decision criteria are non -binding and may be regarded as guidance and information to be integrated with a full medical review of safety and efficacy data observed at the time of analysis in determining the next course of action. No tests of statistical significance are planned. CRC Given a sample size of 20 patients in the CRC (third/fourth line) group, where TV = 20% and LRV = 10%, the decision criteria are as follows: Go if ≥ 4 responses observed (20%); Stop if ≤ 1 responses observed (5%). With these criteria, there is a 59% probability of a Go decision and 7% probability of a Stop decision if the true ORR is 20%, and there is a 13% probability of a Go decision and 39% probability of a Stop decision if the true ORR is 10%. OvC The same sample size, TV, LRV, decision criteria, and probability statements as the CRC group apply. SCLC Given a sample size of 20 patients in SCLC group, where TV = 40% and LRV = 30%, the decision criteria are as follows: Go if ≥ 8 responses observed (40%); Stop if ≤ 5 responses observed (20%). With these criteria, there is a 58% probability of a Go decision and 13% probability of a Stop decision if the true ORR is 40%, and there is a 23% probability of a Go decision and 42% probability of a Stop decision if the true ORR is 30%. TNBC Given a sample size of 15 patients in the triple negative breast cancer group, where TV=25% and LRV=15%, the decision SELLAS Life Sciences Group Galinpepimut -S Protocol : SLS17 -201/MK3475 -770 Protocol v1.1 (Amendment 1.0) 12 April 2019 Page 56 criteria are as follows: Go if ≥ 4 responses observed (27%); Stop if ≤ 1 responses observed (7%). With these criteria, there is a 54% probability of a Go decision and 8% probability of a Stop decision if the true ORR is 25%, and there is a 18% probability of a Go decision and 32% probability of a Stop decision if the true ORR is 15%. AML The same sample size, TV, LRV, decision criteria, and probability statements as the TNBC group apply. General Considerations Data will be summarized and/or analyzed by cohort. Safety a nd demographic data will be summarized using standard tabulations and listings. Continuous variables will be summarized using descriptive statistics such as mean, standard deviation, median, minimum value, and maximum value. Continuous variables may be summarized by a clinically relevant discretization, as appropriate. Categorical variables will be summarized using frequency counts and percentages. Time-to-event data will be summarized using the Kaplan-Meier method. All time to event endpoints are measured from day of enrollment (Day-2 pretreatment baseline visit). Where appropriate, 95% confidence intervals around point estimates will be presented, and estimates of the median and other quantiles, as well as individual time points (e.g., 3-month, 6-month, and 12-month rates), will be produced. Data will be provided in data listings. Objective response rate will be reported with category counts, percentage and 95% confidence interval. Duration of response (DOR), TTR, and OS will be evaluated using Kaplan-Meier estimates and curves will be generated based on these estimates. SELLAS Life Sciences Group Galinpepimut -S Protocol : SLS17 -201/MK3475 -770 Protocol v1.1 (Amendment 1.0) 12 April 2019 Page 57 Date of Protocol Amendment: 12 April 2019 SELLAS Life Sciences Group Galinpepimut -S Protocol : SLS17 -201/MK3475 -770 Protocol v1.1 (Amendment 1.0) 12 April 2019 Page 58 List of Abbreviations SELLAS Life Sciences Group Galinpepimut -S Protocol : SLS17 -201/MK3475 -770 Protocol v1.1 (Amendment 1.0) 12 April 2019 Page 59 Abbreviation Definition aa amino acids AE AGO-OVAR adverse event Arbeitsgemeinschaft Gynaekologische Onkologie - Studiengruppe Ovarialkarzinom allo-SCT allogenic (hematopoietic) stem cell transplant ALT alanine aminotransferase AML acute myeloid leukemia ANC absolute neutrophil count APC antigen-presenting cell APL acute promyelocytic leukemia aPTT activated partial thromboplastin time AST aspartate aminotransferase AUC area under the concentration curve BCG Bacillus Calmette–Guérin BICR Blinded Independent Central Review BM bone marrow BP blood pressure CBC complete blood count CBFB/MYH11 core-binding factor beta subunit/myosin heavy chain-11 cDNA complementary deoxyribonucleic acid CFR Code of Federal Regulations Cmax maximum observed concentration CML chronic myeloid leukemia SELLAS Life Sciences Group Galinpepimut -S Protocol : SLS17 -201/MK3475 -770 Protocol v1.1 (Amendment 1.0) 12 April 2019 Page 60 Abbreviation Definition CNS central nervous system CR complete remission, complete response (AML) CR1 first complete remission (AML) CR2 second complete remission (AML) CRC colorectal cancer CrCl creatinine clearance CRi CR with incomplete recovery of blood counts (AML) (encompasses the definition of CRp) CRi/CRp CR with incomplete recovery of blood counts or platelets (AML) CRO clinical research organization CRp CR with incomplete recovery of blood platelets (AML) CT computed tomography CTCAE Common Terminology Criteria for Adverse Events CTL cytotoxic T-lymphocyte CV coefficient of variation DFS disease free survival DILI drug-induced liver injury DLT dose-limiting toxicity DMC data monitoring committee DNA deoxyribonucleic acid DOR duration of response DTH delayed-type hypersensitivity testing SELLAS Life Sciences Group Galinpepimut -S Protocol : SLS17 -201/MK3475 -770 Protocol v1.1 (Amendment 1.0) 12 April 2019 Page 61 Abbreviation Definition ECG electrocardiogram ECI Events of Clinical Interest eCRF electronic case report form ECOG Eastern Cooperative Oncology Group EDC electronic data capture EDTA ethylene diamine tetra-acetic acid EFS event free survival ELISPOT enzyme-linked immunospot ELN European LeukemiaNet EOT end-of-treatment ES-SCLC extensive stage small cell lung cancer FAS full analysis set FDA FIR Food and Drug Administration First Interpretable Results FISH fluorescence in situ hybridization FN febrile neutropenia FT3 free triiodothyronine FT4 free thyroxine GBM gBRCA mut glioblastoma multiforme germline BRCA mutations GCP Good Clinical Practice G-CSF granulocyte colony-stimulating factor GFR glomerular filtration rate SELLAS Life Sciences Group Galinpepimut -S Protocol : SLS17 -201/MK3475 -770 Protocol v1.1 (Amendment 1.0) 12 April 2019 Page 62 Abbreviation Definition GM-CSF GOG GPS H HBsAg granulocyte-macrophage colony-stimulating factor Gynecologic Oncology Group (US) galinpepimut-S hour hepatitis B surface antigen HCV RNA hepatitis C RNA HER 2 human epidermal growth factor receptor 2 HIPAA Health Insurance Portability and Accountability Act HIV human immunodeficiency virus HLA human leukocyte antigen HMA hypomethylating agent HSCT hematopoietic stem cell transplant IB Investigator’s Brochure ICF informed consent form ICH International Council on Harmonisation iCPD iRECIST confirmed progressive disease ICS intracellular cytokine staining ICU IDH1 intensive care unit isocitric dehydrogenase-1 IEC independent ethics committee IHC immunohistochemical ILD Interstitial lung disease SELLAS Life Sciences Group Galinpepimut -S Protocol : SLS17 -201/MK3475 -770 Protocol v1.1 (Amendment 1.0) 12 April 2019 Page 63 Abbreviation Definition INR IR International Normalized Ratio immune response irAE immune-related adverse event IRB Institutional Review Board iRECIST Immune-related Response Evaluation Criteria In Solid Tumors IRR infusion related reaction IRS immuno-reactive score ISR injection site reaction ITT intent-to-treat IV intravenous IWRS interactive web response system LFS leukemia-free survival LRV lower reference value LSC leukemic stem cell mAb monoclonal antibody MCC Moffitt Cancer Center MDS myelodysplastic syndrome MedDRA Medical Dictionary for Regulatory Activities MDSC Myeloid-derived suppressor cell MHC major histocompatibility complex mITT modified intent-to-treat MK-3475 pembrolizumab MM multiple myeloma SELLAS Life Sciences Group Galinpepimut -S Protocol : SLS17 -201/MK3475 -770 Protocol v1.1 (Amendment 1.0) 12 April 2019 Page 64 Abbreviation Definition MOA mechanism of action MPM malignant pleural mesothelioma MRD minimal residual disease MRI magnetic resonance imaging MRK Merck & Co., Inc., Kenilworth, N.J., USA (known as MSD outside the United States and Canada) MS microsatellite MSI microsatellite instability MSKCC Memorial Sloan-Kettering Cancer Center MSS microsatellite stable NCI National Cancer Institute NCI CTCAE National Cancer Institute Common Toxicity Criteria for Adverse Events NIH National Institutes of Health NSAID non-steroidal anti-inflammatory drug NSCLC non-small cell lung cancer NYHA New York Heart Association ORR overall response rate OS overall survival OvC PARP ovarian cancer poly-ADP ribose polymerase PB peripheral blood PCR polymerase chain reaction SELLAS Life Sciences Group Galinpepimut -S Protocol : SLS17 -201/MK3475 -770 Protocol v1.1 (Amendment 1.0) 12 April 2019 Page 65 Abbreviation Definition PD progressive disease PD-1 programmed cell death receptor 1 PFS progression-free survival PK pharmacokinetics PD-L1 ligand to PD-1 receptor PML-RAR- a promyelocytic leukemia-retinoic acid receptor alpha PPS per-protocol set PR partial response PT Prothrombin time PTT Partial thromboplastin time Q2W every 2 weeks Q3W RBC every 3 weeks red blood cell RECIST Response Evaluation Criteria In Solid Tumors RT-PCR reverse transcription polymerase chain reaction SAE serious adverse event SAF safety analysis set SAP statistical analysis plan SC subcutaneous SCLC small cell lung cancer SCT stem cell transplant SD standard deviation SIM Site Imaging Manual SELLAS Life Sciences Group Galinpepimut -S Protocol : SLS17 -201/MK3475 -770 Protocol v1.1 (Amendment 1.0) 12 April 2019 Page 66 Abbreviation Definition SUSAR suspected unexpected serious adverse reaction SWFI sterile water for injection T1/2 terminal elimination phase half -life T1DM Type 1 diabetes mellitus T3 triiodothyronine TAA tumor-associated antigens TAM tumor-associated macrophage TBX tumoral biopsy samples TEAE treatment-emergent adverse event Tmax time at which the highest drug concentration occurs TME tumor microenvironment TNBC triple-negative breast cancer TRAE treatment related adverse events Treg T-regulatory cell TSH thyroid stimulating hormone TTR time to response TV target value ULN upper limit of normal US United States USP WBC United State Pharmacopeia white blood cell WOCBP woman of childbearing potential WT1 Wilms tumor gene SELLAS Life Sciences Group Galinpepimut -S Protocol : SLS17 -201/MK3475 -770 Protocol v1.1 (Amendment 1.0) 12 April 2019 Page 67 SELLAS Life Sciences Group Galinpepimut -S Protocol : SLS17 -201/MK3475 -770 Protocol v1.1 (Amendment 1.0) 12 April 2019 Page 68 1 Introduction 1.1 Galinpepimut -S Background 1.1.1. Preclinical and Pharmacological Background The Wilms Tumor-1 (WT1) protein, the WT1 oncogene product, was first identified in childhood renal tumors, but has been found to be overexpressed in a high proportion of solid and hematological malignancies, while its expression is substantially void in most healthy adult tissues (Wagner et al, 2014).