Pilot Study With CY, Pembrolizumab, GVAX, and IMC-CS4 (LY3022855) in Patients With Borderline Resectable Adenocarcinoma of the Pancreas

Inclusion Criteria: * Have histologically or cytologically proven adenocarcinoma of the pancreas. * Patient's acceptance to have a core biopsy. * Presence of at least one measurable lesion. * Must not have metastatic disease. * Patients must have measurable disease, defined as at least one lesion that can be accurately measured in at least one dimension (longest diameter to be recorded) as \>20 mm with conventional techniques or as \>10 mm with spiral CT scan. See Section 10.1.2 for the evaluation of measurable disease. * Must have received last dose of stereotactic body radiotherapy no longer than 28 days prior to enrollment. * Must have received last dose of chemotherapy at least 14 days or longer prior to entry into the study. * Age \>18 years. * ECOG performance status 0-1. * Patient's blood, kidney and liver function must within normal limits * Must use an acceptable form of birth control while on study. * Ability to understand and the willingness to sign a written informed consent document. Exclusion Criteria: * Currently is participating or has participated in a study using any investigational therapy within the past 28 days or is currently using an investigational device. * Major surgery 28 days prior to study entry excluding minor procedures (dental work, skin biopsy, etc.), celiac plexus block, and biliary stent placement. * Used any systemic steroids, immunosuppressant medications and anti-neoplastic treatment in the past 14 days. * Prior treatment with immunotherapy agents (including, but not limited to: IL-2, interferon, anti-PD-1, anti-PD-L1, anti-PD-L2, anti-CD137, anti-OX-40, anti-CD40, or anti-CTLA-4 antibodies). * Used any growth factors including, but not limited to, granulocyte-colony stimulating factor (G-CSF), GM-CSF, erythropoietin, within 14 days of study drug administration. Use of such agents while on study is also prohibited. * Received any prophylactic vaccine within 14 days of first dose of study drug or received a live vaccine within 30 days of study treatment. * Currently have or have history of certain study-specified heart, liver, kidney, lung, neurological, psychological, immune or other medical conditions. * History of any autoimmune disease: inflammatory bowel disease, (including ulcerative colitis and Crohn's Disease), rheumatoid arthritis, systemic progressive sclerosis (scleroderma), systemic lupus erythematosus (SLE) autoimmune vasculitis (e.g., Wegener's Granulomatosis), CNS or motor neuropathy considered to be of autoimmune origin (e.g., Guillian-Barre Syndrome, Myasthenia Gravis, Multiple Sclerosis). Patients with thyroid disease will be allowed. * Has history of (non-infectious) pneumonitis that required steroids, history or evidence of interstitial lung disease or active, non-infectious pneumonitis. * Has a pulse oximetry \< 92% on room air. * Evidence of ascites on imaging. * Requires the use of home oxygen. * Have known history of infection with HIV, hepatitis B, or hepatitis C. * Have been diagnosed with another cancer in the past 5 years (except for superficial bladder cancer, non-melanoma skin cancers, or a low grade prostate cancer not requiring therapy) * History of severe hypersensitivity reaction to any monoclonal antibody. * Known or suspected hypersensitivity to GM-CSF, hetastarch, corn, dimethyl sulfoxide, fetal bovine serum, trypsin (porcine origin), yeast or any other component of GVAX pancreas vaccine. * Pregnant or breastfeeding women. * Positive pregnancy test during the study. * Women sexually active with a fertile man and of childbearing potential unwilling or unable to use an acceptable method to avoid pregnancy for the entire study and for up to 120 days after the last dose of study drug. * Unwilling or unable to follow the study schedule for any reason.