Subject Inclusion Criteria

          1. Be willing and able to provide written informed consent for the trial.

          2. Be >= 18 years of age on day of signing informed consent.

          3. Have a histologically proven well-differentiated neuroendocrine tumor (WHO grade 1,
             grade 2, or morphologically and/or clinically well-differentiated grade 3) of any
             primary site, including unknown primary site.

             a. For group 1, only well-differentiated grade 2 or 3 tumors with Ki-67 index > 10%
             that demonstrate somatostatin receptor expression on DOTA or In-111 Octreoscans will
             be allowed.

          4. Radiographic, biochemical, or clinical evidence of tumor progression over a period of
             up to 12 months in at least one site.

               1. Group 1: At least one symptomatic and/or progressive somatostatin receptor
                  positive (SSTR+) lesion over a period of up to 12 months, or have at least one
                  measurable lesion based on RECIST v. 1.1.

               2. Groups 2-3: At least one symptomatic and/or progressive liver lesion over a
                  period of up to 12 months, or have at least two measurable lesions in the liver
                  or at least one measurable lesion in the liver and another measurable lesion
                  elsewhere, based on RECIST v. 1.1.

          5. Have a performance status of 0 or 1 on the Eastern Cooperative Oncology Group (ECOG)
             Performance Scale.

          6. Have a life expectancy of greater than 3 months.

          7. Demonstrate adequate organ function.

               1. Absolute neutrophil count (ANC) >=1,500 /microliters (mcL).

               2. Platelet count >75,000/mcL.

               3. Hemoglobin > 9 g/dL (For group 1 only. There is no hemoglobin cut-off level for
                  groups 2-3).

               4. Serum creatinine OR Measured or calculated a creatinine clearance (GFR can also
                  be used in place of creatinine or CrCl) <=1.5 X upper limit of normal (ULN) OR
                  >=60 mL/min for subject with creatinine levels > 1.5 X institutional ULN.

               5. Serum total bilirubin <= 1.5 X ULN OR Direct bilirubin <= ULN for subjects with
                  total bilirubin levels > 1.5 ULN.

               6. AST (SGOT) and ALT (SGPT) <= 5 X ULN.

               7. Albumin >= 2.5 mg/dL.

               8. International Normalized Ratio (INR) or Prothrombin Time (PT) <=1.5 X ULN unless
                  subject is receiving anticoagulant therapy as long as PT or partial thrombin time
                  (PTT) is within therapeutic range of intended use of anticoagulants.

          8. Female subject of childbearing potential should have a negative urine or serum
             pregnancy within 30 days prior to receiving the first dose of study medication. If the
             urine test is positive or cannot be confirmed as negative, a serum pregnancy test will
             be required.

          9. Female subjects of childbearing potential should be willing to use 2 methods of birth
             control or be surgically sterile, or abstain from heterosexual activity for the course
             of the study through 120 days after the last dose of study medication. Subjects of
             childbearing potential are those who have not been surgically sterilized or have not
             been free from menses for > 1 year.

         10. Male subjects should agree to use an adequate method of contraception starting with
             the first dose of study therapy through 120 days after the last dose of study therapy.
             Note: Abstinence is acceptable if this is the usual lifestyle and preferred
             contraception for the subject.

        Subject Exclusion Criteria

          1. Has had prior thermal ablation, embolotherapy, radioembolization, or external beam
             radiation within 30 days of initiation of study therapy.

          2. Has had prior peptide receptor radionuclide therapy (group 1 only).

          3. Has had biliary tract intervention that resulted in compromise to the Ampulla of Vater
             or a biliary-enteric anastomosis (groups 2-3 only).

          4. Has greater than 75% liver parenchyma replacement by tumor (determined by radiologist
             investigator).

          5. Is currently participating and receiving study therapy or has participated in a study
             of an investigational agent and received study therapy or used an investigational
             device within 4 weeks of the first dose of treatment.

          6. Has a diagnosis of immunodeficiency or is receiving systemic steroid therapy or any
             other form of immunosuppressive therapy within 7 days prior to the first dose of trial
             treatment.

          7. Has a known history of active Tuberculosis (TB) (Bacillus Tuberculosis).

          8. Hypersensitivity to pembrolizumab or any of its excipients.

          9. Has had a prior anti-cancer monoclonal antibody (mAb) within 4 weeks prior to study
             Day 1 or who has not recovered (i.e., <=Grade 1 or at baseline) from adverse events
             due to agents administered more than 4 weeks earlier.

         10. Has had prior chemotherapy, targeted small molecule therapy, or radiation therapy
             within 2 weeks prior to study Day 1 or who has not recovered (i.e., <=Grade 1 or at
             baseline) from adverse events due to a previously administered agent.

               1. Note: Subjects with <= Grade 2 neuropathy are an exception to this criterion and
                  may qualify for the study.

               2. Note: If subject received major surgery, they must have recovered adequately from
                  the toxicity and/or complications from the intervention prior to starting
                  therapy.

               3. Concurrent somatostatin analog therapy is allowed.

         11. Has a known additional malignancy that is progressing or requires active treatment.
             Exceptions include basal cell carcinoma of the skin or squamous cell carcinoma of the
             skin that has undergone potentially curative therapy or in situ cervical cancer.

         12. Has known active central nervous system (CNS) metastases and/or carcinomatous
             meningitis. Subjects with previously treated brain metastases may participate provided
             they are stable (without evidence of progression by imaging for at least four weeks
             prior to the first dose of trial treatment and any neurologic symptoms have returned
             to baseline), have no evidence of new or enlarging brain metastases, and are not using
             steroids for at least 7 days prior to trial treatment. This exception does not include
             carcinomatous meningitis which is excluded regardless of clinical stability.

         13. Has active autoimmune disease that has required systemic treatment in the past 2 years
             (i.e. with use of disease modifying agents, corticosteroids or immunosuppressive
             drugs). Replacement therapy (e.g., thyroxine, insulin, or physiologic corticosteroid
             replacement therapy for adrenal or pituitary insufficiency, etc.) is not considered a
             form of systemic treatment.

         14. Has a history of (non-infectious) pneumonitis/interstitial lung disease that required
             steroids or current pneumonitis/interstitial lung disease.

         15. Has an active infection requiring systemic therapy.

         16. Has liver fibrosis either determined by imaging or laboratory testing (i.e. total
             serum bilirubin > 1.5 times ULN, Aspartate Aminotransferase (AST) and alanine
             aminotransferase (ALT) > 5 times ULN, INR >1.5 times ULN, albumin <2.0mg/dl).

         17. Has a history or current evidence of any condition, therapy, or laboratory abnormality
             that might confound the results of the trial, interfere with the subject's
             participation for the full duration of the trial, or is not in the best interest of
             the subject to participate, in the opinion of the treating investigator.

         18. Has known psychiatric or substance abuse disorders that would interfere with
             cooperation with the requirements of the trial.

         19. Is pregnant or breastfeeding, or expecting to conceive or father children within the
             projected duration of the trial, starting with the screening visit through 120 days
             after the last dose of trial treatment.

         20. Has received prior therapy with an anti-PD-1, anti-PD-L1, or anti-PD-L2 agent.

         21. Has a known history of Human Immunodeficiency Virus (HIV) (HIV 1/2 antibodies).

         22. Has known active untreated Hepatitis B.

         23. Has received a live vaccine or live-attenuated vaccine within 30 days prior to the
             first dose of study drug. Administration of killed vaccines is allowed.