Inclusion Criteria:

          -  Patients must have histologically or cytologically confirmed diagnosis of an advanced
             solid malignancy (cutaneous melanoma, RCC, TNBC, Microsatellite-stable (MSS)
             colorectal cancer, Microsatellite-high (MSI-H) solid tumors [not otherwise specified],
             or ovarian cancer) after treatment failure or intolerance to at least one established,
             indication-specific therapy.

          -  Patients must be willing to provide tumor tissue biopsy and have accessible lesions
             for biopsy.

          -  All patients must provide a baseline biopsy from no more than 3 months prior to
             screening, and at least 4 weeks after completion of last anti-cancer therapy.

          -  Patients must have disease that is measurable by RECIST 1.1.

          -  Patients must demonstrate adequate organ function

          -  Female patients of childbearing potential should have a negative pregnancy test within
             72 hours prior to receiving the first dose of study medication

          -  Patients must agree to follow contraceptive requirements defined in the protocol

          -  Additional criteria may apply

        Exclusion Criteria:

          -  Patient is pregnant or breastfeeding or is planning to become pregnant during the
             study period.

          -  Patients with an active infection or with a fever ≥38.5°C within 3 days of the first
             scheduled day of dosing

          -  Patients with primary CNS malignancy

          -  Patients with active or symptomatic central nervous system metastases unless the
             metastases have been treated by surgery and/or radiation therapy and/or gamma knife,
             the subject has been tapered to a dose of 10 mg of prednisone (or equivalent) or less
             of corticosteroids for at least 2 weeks before the first dose, and the subject is
             neurologically stable. Patients with leptomeningeal disease are excluded.

          -  Patients with hypersensitivity to pembrolizumab, ALKS 4230, or any of their excipients

          -  Patients who have received systemic immunomodulatory agents within 6 weeks prior to
             the first scheduled day of dosing

          -  Patients who have received prior IL-2-based or IL-15-based cytokine therapy at any
             time in the past

          -  Patients who require pharmacologic doses of systemic corticosteroids (greater than 10
             mg of prednisone daily or equivalent); however, topical, ophthalmologic, and
             inhalational steroids are permitted

          -  Patients with an uncontrollable bleeding disorder

          -  Patients known to be positive for human immunodeficiency virus and/or history of
             hepatitis B, or C infections or is known to be positive for hepatitis B antigen
             (HBsAg)/hepatitis B virus (HBV) DNA or hepatitis C antibody (Hep C Ab) or RNA.

          -  Patients with any other concurrent uncontrolled illness, including mental illness or
             substance abuse, which may interfere with the ability of the subject to cooperate and
             participate in the study.

          -  Additional criteria may apply