Study of CC-122 to Evaluate the Safety, Tolerability, and Effectiveness for Patients With Advanced Solid Tumors, Non-Hodgkin's Lymphoma, or Multiple Myeloma

Inclusion Criteria: 1. Understand and voluntarily sign an informed consent document prior to any study related assessments/procedures are conducted. 2. Men and women, 18 years or older, with histologically or cytologically-confirmed, advanced solid tumors, Non-Hodgkin Lymphona (NHL), Multiple Myloma (MM), or advanced unresectable solid tumors limited to the tumor types below. 1. Subjects who have progressed on (or not been able to tolerate) standard anticancer therapy or for whom no standard anticancer therapy exists. Must have disease that is objectively measurable 2. Measurable disease criteria: * Subjects with Glioblastoma multiforme (GBM) do not have to have objectively measurable disease at entry. * For MM, Diffuse large B-cell lymphoma (DLBCL): Subjects must have disease that is objectively measurable, measurable levels of myeloma paraprotein in serum (\> 0.5 g/dL) or urine (\> 0.2 g excreted in a 24-hour collection sample) for MM and measurable disease by Internatonal Working Group (IWG) for NHL (with at least one measurable lesion's longest diameter ≥ 2cm). * For Primary Central Nervous System (CNS) Lymphoma (PCNSL): Subjects must have disease that is objectively measurable by International Workshop to Standardize Baseline Evaluation and Response Criteria in Primary CNS Lymphoma, Cerebrospinal Fluid (CSF) cytology (in case of leptomeningeal only disease), or vitreal aspiration cytology and/or retinal photographs (in case of ocular lymphoma). 3. Tumor specific inclusion criteria: * DLBCL-2 cohort: * Eastern Cooperative Oncology Group (ECOG) Performance Status of ≤ 1. * Histologically proven diffuse large B-cell non-Hodgkin's lymphoma * Must have progressed following or have been unable to tolerate at least one prior anthracycline or alkylating agent containing regimen (with or without anti-CD20). * Platelets ≥ 60 x 109/L. * For PCNSL cohort: * ECOG Performance Status of ≤ 2 * Recurrent/refractory CNS non-Hodgkin's lymphoma involving CNS (Brain, Cerebrospinal fluid (CSF) or intraocular compartments) * Stable dose of glucocorticoids pre-therapy. If patients are receiving glucocorticoids, the dose should not increase during the 96 hours prior to initiation of therapy. * ECOG Performance Status of ≤ 2. * For glioblastoma multiforme (GBM-2) cohort: * ECOG Performance Status of ≤ 2 * Primary GBM or gliosarcoma * ECOG Performance Status of ≤ 2. * Has received prior treatment including radiation and chemotherapy, with radiation completed \> 12 weeks prior to Day 1 (or ≥ 4 weeks if the recurrence is outside of the prior radiation field). * Progression of disease after last therapy demonstrated by RANO criteria * No prior therapy with Avastin * No prior or scheduled Gliadel® wafer implant unless area of assessment and planned resection is outside the region previously implanted. * No prior interstitial brachytherapy or stereotactic radiosurgery unless area of assessment and planned resection is outside the region previously treated. * No enzyme-inducing anti-epileptic drugs (EIAED) such as carbamazepine, phenytoin, phenobarbital, or primidone within 14 days before Day 1. * Able to undergo repeated magnetic resonance imaging (magnetic resonance imaging (MRI), computed tomography (CT) scans). * Availability of adequate Formalin-fixed, paraffin embedded (FFPE) archival tumor material. * Platelets (plt) ≥ 100 x 109/L. * For Multiple Myeloma cohort * ECOG Performance Status of ≤ 1. * Have a documented diagnosis of multiple myeloma and have relapsed and refractory disease. * Measurable levels of myeloma paraprotein (M-protein) in serum (\> 0.5 g/dL) or urine (\> 0.2 g excreted in a 24-hour collection sample). * Patients must have received at least 2 prior therapies. * Patients must have relapsed after having achieved at least stable disease for at least one cycle of treatment to at least one prior regimen and then developed PD. * Patients must also have documented evidence of PD during or within 60 days (measured from the end of the last cycle) of completing treatment with the last anti-myeloma drug regimen used just prior to study entry (refractory disease). * Patients must have also undergone prior treatment with at least 2 cycles of lenalidomide and at least 2 cycles of a proteosome inhibitor (either in separate regimens or within the same regimen). * Must be Pomalidomide naïve. * Last dose of therapeutic glucocorticosteroids given greater than 14 days prior to start of study treatment. * Platelets (plt) ≥ 75 x 109/L in subjects in whom \< 50% of bone marrow mononuclear cells are plasma cells or ≥ 30 x 109/L in subjects in whom ≥ 50% of bone marrow mononuclear cells are plasma cells. 4. At least 4 weeks from last dose of therapeutic glucocorticosteroids. Adrenal replacement doses of glucocorticosteroids (up to the equivalent of 10 mg daily prednisone) are allowed. 5. Biopsies (DLBLC, MM): Diagnostic archival FFPE (either in tumor blocks or sectioned/mounted specimens) may be submitted in lieu of a pre-study research biopsy if it has been obtained no more than 1 year prior to enrollment and only after discussion with the Celgene Medical Monitor 6. If not specified above as tumor specific parameter subjects must have the following laboratory and hematologic parameters as follows: 1. Absolute Neutrophil Count (ANC) ≥ 1.5 x 109/L without growth factor support for 7 days (14 days if received pegfilgrastim). 2. Hemoglobin (Hgb) ≥ 9 g/dL. 3. Platelets (Plt) ≥100 x 109/L. 4. Potassium within normal limits or correctable with supplements. 5. AST/SGOT and ALT/SGPT ≤ 3 x upper limit of normal (ULN) or ≤ 5.0 x ULN if liver tumor is present. 6. Serum creatinine ≤ ULN (with value applied to Cockcroft-Gault equation) or 24 hour clearance ≥ 50mL/min. 7. Negative serum pregnancy test in females of childbearing potential Exclusion Criteria: 1. History of other carcinomas within the last 5 years except cured non-melanoma skin cancer, curatively treated in-situ cervical cancer, or localized prostate cancer with a current Prostate-specific antigen (PSA) of \<1.0 mg/dL on 2 evaluations at least 3 months apart; the most recent evaluation must be no more than 4 weeks prior to Day 1 of the study drug, or other malignancies that were completely resected or treated Stage 1/2 lesions currently in complete remission. 2. Symptomatic central nervous system metastases (excluding Glioblastoma multiforrme (GBM) and Primary Central Nervous System Lymphoma (PCNSL). Subjects with brain metastases that have been previously treated and are stable for 6 weeks are allowed. 3. Known symptomatic acute or chronic pancreatitis. 4. Any peripheral neuropathy ≥ National Cancer Institute Common Terminology Criteria for Adverse Events (NCI CTCAE) grade 2. 5. Persistent diarrhea or malabsorption ≥ NCI CTCAE grade 2, despite medical management. 6. Impaired cardiac function or clinically significant cardiac diseases, including any of the following: 1. left ventricular ejection fraction (LVEF) \< 45% as determined by multigated acquisition (MUGA) scan or echocardiography (ECHO). 2. Complete left bundle branch, or bifasicular block. 3. Congenital long QT syndrome. 4. Persistent or uncontrolled ventricular arrhythmias or atrial fibrillation. 5. QTcF \> 460 msec on screening Electrocardiography (ECG) (mean of triplicate recordings). 6. Unstable angina pectoris or myocardial infarction ≤ 3 months prior to starting CC-122. 7. Troponin-T value \> 0.4 ng/ml or BNP \>300 pg/mL. ° Subjects with baseline troponin-T \>Upper Limit of Normal (ULN) or B-type Natriuretic Peptide (BNP) \>100 pg/mL are eligible but must have cardiologist evaluation prior to enrollment in the trial for baseline assessment and optimization of cardioprotective therapy. 8. Other clinically significant heart disease such as congestive heart failure requiring treatment or uncontrolled hypertension (blood pressure ≥ 160/95 mmHg). 7. Other concurrent severe and/or uncontrolled concomitant medical conditions (eg, active or uncontrolled infection or renal disease) that could cause unacceptable safety risks or compromise compliance with the protocol. 8. Prior systemic cancer-directed treatments or investigational modalities ≤ 5 half lives or 4 weeks, whichever is shorter, prior to starting study drug or who have not recovered from side effects of such therapy. 9. Major surgery ≤ 2 weeks prior to starting study drug or still recovering from post operative side effects. 10. Women who are pregnant or breast feeding. Adults of reproductive potential not employing two forms of birth control as per Pregnancy Prevention Risk Management Plan. 11. Known Human immunodeficiency virus (HIV) infection. 12. Known chronic hepatitis B or C virus (HBV/HCV) infection, unless comorbidity in subjects with Hepatocellular carcinoma (HCC). 13. Status post solid organ transplant. 14. Less than 100 days for subjects receiving autologous hematologic stem cell transplant (HSCT); or 6 months for subjects receiving allogenic HSCT or either transplant type, if otherwise not fully recovered from HSCT related toxicity. 15. For MM-2 cohort only: Hypersensitivity (eg, Rash Grade 3 or 4) to thalidomide, lenalidomide, or dexamethasone (MM-2b). 16. Any significant medical condition, laboratory abnormality, or psychiatric illness that would prevent the subject from participating in the study. 17. Any condition including the presence of laboratory abnormalities, which places the subject at unacceptable risk if he/she were to participate in the study. 18. Any condition that confounds the ability to interpret data from the study.