Epacadostat in Combination With Pembrolizumab and Azacitidine in Subjects With Metastatic Colorectal Cancer

Phase lB Portion: * The phase 1 portion of this study will be a standard "3+3" design. * Pembrolizumab will be administered at 200 mg intravenously (IV) on day 1 of each cycle, every 21 days. * Azacitidine will be administered at 100 mg subcutaneous injection (SQ) daily on days 1-5 of each cycle, every 21 days * Three dose levels of epacadostat (INCB024360) will be explored: dose levels -1, 1 and 2. * The dose level 1 will be the starting dose level. * If the dose level 2 is tolerable without dose limiting toxicities (DLTs), the dose level 2 will be considered the RP2D, and the phase II part will be initiated. * DLT will be monitored during the first 21 days (cycles 1) and will be used for purposes of dose escalation and determination of RP2D. * Definition of DLT: Hematologic Toxicities: * Any Grade 4 thrombocytopenia or neutropenia lasting \> 7 days * Any Grade 3 thrombocytopenia with severe bleeding Nonhematologic Toxicities: o Any Grade 4 toxicity EXCLUDING: Grade 4 abnormal laboratory values with a clear alternative explanation or transient (≤ 72 hours), or without associated clinically significant signs or symptoms based on investigator determination. * Any Grade 3 or 4 AST, ALT, or total bilirubin elevation * Any other Grade 3 toxicity EXCLUDING: * Nausea/vomiting controlled by medical intervention within 72 hours * Grade 3 rash in the absence of desquamation, no mucosal involvement, does not require systemic steroids, and resolves to Grade 1 within 14 days. * Grade 3 abnormal laboratory values with a clear alternative explanation or transient (≤ 72 hours), or without associated clinically significant signs or symptoms based on investigator determination. Phase ll portion: The phase 2 portion of this study is a non-randomized, open-label, single-arm phase II study. The primary objective of this study is to evaluate objective response rate (ORR) using RECIST1.1. Study Procedure * One cycle of therapy is defined as 21 days. * Subjects may continue treatment up to 35 cycles of the study therapy (the combination of azacitidine, pembrolizumab and epacadostat \[INCB024360\] for the first 18 cycles \[Cycle 1 to Cycle 18\], and the combination of pembrolizumab and epacadostat (INCB024360) for the remaining 17 cycles \[Cycle 19 to Cycle 35\]) until evidence of progression of disease (PD) or unacceptable toxicity. * Dose-limiting toxicity (DLT) will be assessed during the first 21 days (cycle 1). * Tumor response will be determined by radiologic measurements by CT and by using RECIST. Assessment of tumor response will be performed every 3 cycles (approximately 9 weeks). * All patients will be evaluated and graded for adverse events according to the NCI Common Terminology for Adverse Events, version 4.0 (NCI-CTCAE). Study Treatment * Pembrolizumab 200 mg will be administered intravenously over 30 minutes on days 1 of each cycle every 21 days. * Azacitidine 100 mg will be administered as subcutaneous injection on days 1-5 of each cycle every 21 days. * Epacadostat (INCB024360) will be administered orally twice a day continuously on days 1-21 of each cycle every 21 days. Two dose levels of epacadostat (INCB024360) will be explored: 100 mg BID and 300 mg BID.