Phase 2 Study of Pembrolizumab, DPX-Survivac Vaccine and Cyclophosphamide in Advanced Ovarian, Primary Peritoneal or Fallopian Tube Cancer

This study has two phases: a dose escalation phase and a dose expansion phase. For the dose escalation part, groups of participants will receive one of two dose levels of study drugs to determine the best dose level for further testing. Once the best dose level is found, additional participant will be enrolled to the dose expansion to further test the safety, tolerability, and efficacy of the study drugs at that dose level in specific types of cancers. All participants will receive pembrolizumab, DPX-Survivac, and low-dose cyclophosphamide. Participants will be screened for eligibility by standard safety tests and procedures within 28 days of the start of the study drug. Tests and procedures done for research purposes only during this time include archival tumor tissue collection, fresh research biopsy, and blood sample collection for biomarker/genetic/immune research. Participants will also be asked if they agree to an optional fresh research biopsy at disease progression Eligible participants will receive the following every 21 day cycle: * Pembrolizumab, intravenously, at 200 mg, on Day 1 of every cycle. * DPX-Survivac, by injection under the skin of the upper thigh in clinic. Participants will receive one priming dose of 0.25 mL of DPX-Survivac on Cycle 1 Day 1. After about 6 weeks, participants will receive an additional boosting dose of 0.25 or 0.5 mL DPX-Survivac depending on the assigned dose level. * Cyclophosphamide, orally, at 50 mg, twice a day, starting about 7 days before Cycle 1 Day 1, then continue 7 days off, 7 days on. While receiving the study treatment, participants will be asked to visit the study site on Day 1 of Cycles 1-8 for tests and procedures. Tests and procedures done for research purposes only include additional blood sample collection and a second fresh research biopsy for biomarker/genetic/immune research. Participants who benefit from the study treatment may be able to receive additional treatment if they progress after stopping the study treatment. When participants are taken off the study treatment permanently, they will be asked to return to the study site for an End of Study Treatment visit about 30 days after stopping the study treatment to have tests and procedures done for safety purposes. Participants who are taken off the study treatment for any reason other than disease progression will continue to have radiological assessments and blood draws every 12 weeks for the first year and every 24 weeks after year 1 until they start a new anti-cancer treatment, disease progression, or the study ends. Participants will continue to be followed for survival and to review any new anti-cancer therapies every 12 weeks.