Inclusion Criteria:

          1. The patient must have histologic or cytologic evidence of a malignant solid tumor or
             lymphoma (any histology) and must have advanced disease, defined as cancer that is
             either metastatic or locally advanced and unresectable (and for which additional
             radiation therapy or other locoregional therapies are not considered feasible).

          2. With the exception of dose escalation with pembrolizumab plus carboplatin/pemetrexed,
             patients enrolled in the dose escalation stages must have disease that is resistant to
             or relapsed following available standard systemic therapy, or for which there is no
             standard systemic therapy or reasonable therapy in the physician's judgment likely to
             result in clinical benefit or if such therapy has been refused by the patient.
             Documentation of the reason must be provided for patients who have not received a
             standard therapy likely to result in clinical benefit.

          3. Patients enrolled in the expansion stages must agree to a tumor biopsy to be obtained
             during the screening period and toward the beginning of Cycle 2 or at the time of PD,
             if earlier. If a biopsy is deemed by the investigator to not be in the patient's best
             interest, prior approval must be obtained from the Medical Monitor to waive this
             requirement.

          4. The patient must have disease that is measurable by standard imaging techniques per
             RECIST or immune-related response criteria (irRC; all tumor types except lymphoma) or
             International Working Group (IWG) revised response criteria for malignant lymphoma
             (lymphoma only). For patients with prior radiation therapy, measurable lesions must be
             outside of any prior radiation field(s), unless disease progression has been
             documented at that disease site subsequent to radiation.

          5. The patient is ≥18 years old.

          6. The patient has an ECOG PS of ≤1.

          7. The patient has adequate baseline organ function, as demonstrated by the following:

               -  Serum creatinine ≤1.5 × institutional upper limit of normal (ULN) or calculated
                  creatinine clearance >30 mL/min (>45 ml/min for patients receiving
                  carboplatin/pemetrexed).

               -  Serum albumin ≥2.5 g/dl;

               -  Bilirubin ≤1.5 × institutional ULN.

               -  Aspartate aminotransferase (AST) and alanine aminotransferase (ALT) ≤2.5 ×
                  institutional ULN. Patients enrolled in an expansion stage may have ALT and AST <
                  5 × institutional ULN if the patient has hepatic metastases;

               -  For patients not taking warfarin or other oral anticoagulants: international
                  normalized ratio (INR) ≤1.5 or prothrombin time (PT) ≤1.5 × ULN; and either
                  partial thromboplastin time or activated partial thromboplastin time (PTT or
                  aPTT) ≤1.5 × ULN. Patients taking warfarin should be on a stable dose that
                  results in a stable INR <3.5. Among patients receiving other oral anticoagulant
                  therapy, PT or aPTT must be within the intended therapeutic range of the
                  anticoagulant.

          8. The patient has adequate baseline hematologic function, as demonstrated by the
             following:

               -  Absolute neutrophil count (ANC) ≥1.5×109/L;

               -  Hemoglobin ≥8 g/dL and no red blood cell (RBC) transfusions during the prior 14
                  days;

               -  Platelet count ≥100×109/L and no platelet transfusions during the prior 14 days.

          9. The patient has a normal left ventricular ejection fraction (LVEF) per institutional
             criteria as determined by either echocardiography (ECHO) or multigated acquisition
             (MUGA) scanning.

         10. If the patient is a woman of child-bearing potential (WOCBP), she has had a negative
             serum or urine pregnancy test within 2 weeks prior to treatment.

         11. The patient (men and WOCBP) agrees to use acceptable contraceptive methods for the
             duration of time on the study, and continue to use acceptable contraceptive methods
             for 1 month after the last dose of study therapy. Patients receiving combination
             therapy must agree to use acceptable contraceptive methods for the duration of time on
             the study and continue to use acceptable contraceptive methods for 6 months after the
             last dose of study therapy.

         12. The patient has signed informed consent prior to initiation of any study-specific
             procedures or treatment.

         13. The patient is able to adhere to the study visit schedule and other protocol
             requirements, including follow-up for survival assessment.

         14. Tumor tissue (a minimum of 10 and up to 15 unstained slides, or paraffin block,
             ideally from the patient's most recent biopsy, must be made available prior to the
             first dose of study therapy.

         15. For patients with EOC enrolled in the single agent expansion stage:

               -  The patient must have a pathologically confirmed (by histology or cytology)
                  diagnosis of epithelial ovarian, fallopian tube or primary peritoneal carcinoma,
                  which is currently recurrent or persistent Stage 3 or Stage 4 disease. A
                  histologic diagnosis of borderline, low malignant potential epithelial carcinoma
                  is not permitted.

               -  The patient must have received an appropriate platinum-based chemotherapy in the
                  first line setting.

               -  If the patient has platinum-sensitive relapsed disease (first relapse > 6 months
                  from end of initial platinum therapy), the patient should have been re-treated
                  with platinum for relapsed disease (or be intolerant or have refused such
                  treatment).

               -  The patient may not have received treatment with immune checkpoint inhibitors
                  (e.g., products that target PD-L1, PD-1, or CTLA-4).

               -  The patient must not have required a paracentesis within the preceding 4 weeks
                  nor be projected to require a paracentesis within the next 8 weeks.

         16. For patients with NSCLC enrolled in the pembrolizumab plus carboplatin/pemetrexed
             combination dose escalation or expansion stages:

               -  The patient must have histologic or cytologic evidence of newly-diagnosed
                  non-squamous, NSCLC that is advanced disease, defined as cancer that is either
                  metastatic (Stage 4) or locally advanced (Stage 3B) and unresectable.

               -  The patient has confirmation that epidermal growth factor receptor (EGFR) or
                  anaplastic lymphoma kinase (ALK)-directed therapy is not indicated.

               -  The patient has not received prior systemic treatment for their
                  advanced/metastatic disease.

               -  For patients in the expansion stage only: the patient's tumor block must
                  demonstrate PD-L1 expression TPS <1% as determined with a validated assay.

               -  The patient must have adequate organ function and performance status eligible for
                  treatment with a platinum-based regimen and checkpoint inhibitor.

         17. For patients with SCLC enrolled in the docetaxel combination expansion stage:

               -  The patient must have a pathologically confirmed (by histology or cytology)
                  diagnosis of SCLC, which is currently extensive disease (disease outside a single
                  radiation port), or of metastatic neuroendocrine cancer with small cell or
                  high-grade features. Patients with metastatic neuroendocrine cancer with small
                  cell or high-grade features must have a pathology report supplied to the sponsor
                  before treatment.

               -  The patient must have demonstrated disease progression following platinum-based
                  chemotherapy with or without a PD-1/L1 inhibitor for SCLC, or following a
                  different, acceptable first-line regimen for high-grade neuroendocrine tumors.

               -  The patient must have received no more than 1 prior line of therapy for extensive
                  disease.

        Exclusion Criteria:

          1. The patient has persistent clinically significant toxicities (Grade ≥2) from previous
             anticancer therapy (excluding Grade 2 chemotherapy-related neuropathy and alopecia
             which are permitted). Prior toxicities that resulted in laboratory abnormalities
             should have resolved to Grade ≤1, unless a higher-grade abnormality is allowed by the
             inclusion criteria. If medical therapy is required for the treatment of a laboratory
             abnormality, the dose and laboratory value(s) should be stable.

          2. If considered for combination therapy with nivolumab or ipilimumab, the patient has:

               -  Uncontrolled clinically significant pulmonary disease.

               -  A history of any grade immune-related ocular event.

               -  A history of Grade ≥3 immune-related adverse event regardless of offending agent.

               -  Active autoimmune disease that required systemic treatment in the past. Patients
                  who have not required systemic treatment for at least two years may be enrolled
                  if permission is provided after discussion with the Medical Monitor (replacement
                  therapy, e.g., thyroxine, insulin, or physiologic corticosteroid replacement
                  therapy for adrenal or pituitary insufficiency, is not considered a form of
                  systemic treatment, and is allowed).

               -  Evidence of active noninfectious pneumonitis or history of interstitial lung
                  disease.

               -  A risk of reactivation of hepatitis B or C.

               -  Previously received an immune therapy that was discontinued due to immune-related
                  AEs, regardless of grade.

               -  Uncontrolled endocrine disorder. Patients who are on endocrine replacement
                  therapy must be on a stable dose.

          3. The patient has received treatment with chemotherapy, external-beam radiation, or
             other systemic anticancer therapy within 14 days prior to study therapy administration
             (42 days for prior nitrosourea or mitomycin-C; patients with advanced prostate cancer
             who are receiving luteinizing hormone releasing hormone (LHRH) agonists are permitted
             onto the study and should continue use of these agents during study treatment).

          4. The patient has received treatment with an investigational systemic anticancer agent
             within 14 days prior to study therapy administration.

          5. The patient has previously received treatment with RGX-104 or another investigational
             agent that is a known LXR agonist.

          6. The patient has an additional active malignancy that may confound the assessment of
             the study endpoints. Patients with a past cancer history with substantial potential
             for recurrence must be discussed with the Medical Monitor before study entry. Patients
             with the following concomitant neoplastic diagnoses are eligible: non-melanoma skin
             cancer, carcinoma in situ (including transitional cell carcinoma, cervical
             intraepithelial neoplasia, and melanoma in situ), organ-confined prostate cancer with
             no evidence of progressive disease.

          7. The patient has clinically significant cardiovascular disease (e.g., uncontrolled or
             any New York Heart Association Class 3 or 4 heart failure (see Appendix 1),
             uncontrolled angina, history of myocardial infarction, unstable angina or stroke
             within 6 months prior to study entry, uncontrolled hypertension or clinically
             significant arrhythmias not controlled by medication).

          8. The patient has uncontrolled, clinically significant pulmonary disease (e.g., chronic
             obstructive pulmonary disease, pulmonary hypertension) that in the opinion of the
             Investigator would put the patient at significant risk for pulmonary complications
             during the study.

          9. The patient has known active or suspected brain or leptomeningeal metastases. Central
             Nervous System (CNS) imaging is not required prior to study entry unless there is a
             clinical suspicion of CNS involvement. Patients with stable, treated brain metastases
             are eligible provided there is no evidence of CNS disease growth on imaging for at
             least 8 weeks following radiation therapy or other locoregional ablative therapy to
             the CNS.

         10. The patient has a condition requiring systemic treatment with either corticosteroids
             (> 10 mg daily prednisone equivalents) or other immunosuppressive medications within
             14 days prior to study therapy administration. Inhaled or topical steroids are
             permitted in the absence of active autoimmune disease.

         11. The patient has uncontrolled intercurrent illness including, but not limited to,
             uncontrolled infection requiring therapy, disseminated intravascular coagulation, or
             psychiatric illness/social situations that would limit compliance with study
             requirements.

         12. The patient is pregnant or breast feeding.

         13. The patient has known positive status for human immunodeficiency virus or active or
             chronic Hepatitis B or Hepatitis C.

         14. The patient is oxygen-dependent.

         15. The patient has a history of pancreatitis.

         16. The patient has Grade ≥2 hypercholesterolemia (total cholesterol >300 mg/dL or >7.75
             mmol/L) and/or hypertriglyceridemia (triglyceride >300 mg/dL or >3.42 mmol/L) in the
             fasting state.

         17. QTcF >450 msec (males) or >470 msec (females).

         18. The patient has a physical abnormality or medical condition that limits swallowing
             multiple pills, or has a history of non-adherence to oral therapies.

         19. The patient requires statin (e.g., rosuvastatin, atorvastatin, etc.) therapy. If the
             patient is taking a statin but discontinuation is considered appropriate, the statin
             must be discontinued at least 5 days prior to starting study therapy.

         20. The patient requires treatment with a medication that is a strong inhibitor of CYP3A4
             (boceprevir, clarithromycin, conivaptan, grapefruit juice, indinavir, itraconazole,
             ketoconazole, lopinavir/ritonavir, mibefradil, nefazodone, nelfinavir, posaconazole,
             ritonavir, saquinavir, telaprevir, telithromycin, or voriconazole).

         21. For the docetaxel escalation stage, patients with NSCLC with alkaline phosphatase >
             2.5 × institutional ULN and AST or ALT > 1.5 × institutional ULN.

         22. For patients with NSCLC enrolled in the pembrolizumab plus carboplatin/pemetrexed
             combination dose escalation or expansion stages:

               -  The patient received radiation therapy to the lung that is >30 Gray (Gy) within 6
                  months of the first dose of study medication

               -  The patient completed palliative radiotherapy ≤7 days of the first dose of study
                  medication

               -  The patient has received live-virus vaccination ≤30 days of planned start of
                  study medication

               -  The patient has clinically active diverticulitis, intra-abdominal abscess,
                  gastrointestinal obstruction, peritoneal carcinomatosis

               -  The patient is expected to require any other form of antineoplastic therapy while
                  on study.

               -  The patient has known hypersensitivity to another monoclonal antibody (mAb)

               -  The patient has known sensitivity to any component of carboplatin or pemetrexed

               -  The patient is unable to interrupt aspirin or other nonsteroidal
                  anti-inflammatory drugs (NSAIDs), other than an aspirin dose ≤1.3 g per day, for
                  a 5-day period (8-day period for long-acting agents, such as piroxicam)

               -  The patient is unable or unwilling to take folic acid or vitamin B12
                  supplementation

         23. The patient has clinical or laboratory evidence of a paraneoplastic syndrome.

         24. The patient has experienced weight loss of >10% of their body weight over the
             preceding 3 months.

         25. The patient has any medical condition which, in the opinion of the Investigator,
             places the patient at an unacceptably high risk for toxicities.