Epacadostat in Combination With Pembrolizumab and Azacitidine in Subjects With Metastatic Colorectal Cancer

Inclusion Criteria: 1. Be willing and able to provide written informed consent/assent for the trial. 2. Be at least 18 years of age on day of signing informed consent. 3. The diagnosis of microsatellite-stable (MSS) mCRC will be based on histologic or cytologic confirmation. The histologic or cytologic confirmation of MSS status will be based on CLIA-certified immunohistochemistry (IHC) or PCR assay. 4. Have mCRC that has been previously treated with currently approved standard therapies, including fluoropyrimidine-, oxaliplatin- and irinotecan-based chemotherapy, an anti-VEGF therapy, and, if KRAS wild type, an anti-EGFR therapy. 5. Have measurable disease based on RECIST1.1. 6. At least 1 of the tumor sites must be amenable to core needle biopsy and this may not be the site of disease used to measure antitumor response. 7. Have a performance status of 0 or 1 on the ECOG Performance Scale. 8. Life expectancy of at least 12 weeks. 9. Demonstrate adequate organ function as defined in Table 1 (Section 3.1.9), all screening labs should be performed within 14 days of treatment initiation. 10. Female subject of childbearing potential should have a negative urine or serum pregnancy within 72 hours 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. 11. Female subjects of childbearing potential (Section 5.7.2) must be willing to use an adequate method of contraception as outlined in Section 5.7.2 - Contraception, for the course of the study through 120 days after the last dose of study medication. Note: Abstinence is acceptable if this is the usual lifestyle and preferred contraception for the subject. 12. Male subjects of childbearing potential (Section 5.7.2) must agree to use an adequate method of contraception as outlined in Section 5.7.2- 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 Exclusion Criteria: 1. Is currently participating in or has participated in a study of an investigational agent or using an investigational device within 4 weeks of the first dose of treatment. 2. Has a diagnosis of immunodeficiency or is receiving chronic systemic steroid therapy (in doses exceeding 10mg daily of prednisone equivalent) or any other form of immunosuppressive therapy within 7 days prior to the first dose of trial treatment. 3. Has had a prior monoclonal antibody 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. 4. Has had prior chemotherapy, targeted small molecule therapy, or radiation therapy 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 a previously administered agent. Note: Subjects with ≤ Grade 2 neuropathy are an exception to this criterion and may qualify for the study. Note: If subject received major surgery, they must have recovered adequately from the toxicity and/or complications from the intervention prior to starting therapy. 5. Has a known additional malignancy that is progressing or requires active treatment. Exceptions include basal cell carcinoma of the skin, squamous cell carcinoma of the skin, or in situ cervical cancer that has undergone potentially curative therapy. 6. Has extensive metastatic tumor burden in the liver (\> 30% of liver volume) with serum albumin \<3.0 g/dL. 7. Has known renal tubular acidosis with serum bicarbonate \<20 mEq/L. 8. Has a known hypersensitivity to azacitidine or mannitol. 9. Has a known history of active TB (Bacillus Tuberculosis) 10. Hypersensitivity to pembrolizumab or epacadostat (INCB024360) or any of their excipients. 11. 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. 12. 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. 13. Has a history of (non-infectious) pneumonitis that required steroids or current pneumonitis. 14. Has an active infection requiring systemic therapy. 15. 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. 16. Has known psychiatric or substance abuse disorders that would interfere with cooperation with the requirements of the trial. 17. Is pregnant or breastfeeding, or expecting to conceive or father children within the projected duration of the trial, starting with the pre-screening or screening visit through 120 days after the last dose of trial treatment. 18. Has received prior therapy with an anti-PD-1, anti-PD-L1, anti-PD-L2, anti-Cytotoxic T-lymphocyte-associated antigen-4 (CTLA-4) antibody (including ipilimumab or any other antibody or drug specifically targeting T-cell co-stimulation or checkpoint pathways), or indoleamine 2,3-dioxygenase (IDO) inhibitor. 19. Has a known history of Human Immunodeficiency Virus (HIV) (HIV 1/2 antibodies). 20. Has known active Hepatitis B (e.g., HBsAg reactive) or Hepatitis C (e.g., HCV RNA \[qualitative\] is detected). 21. Has received a live vaccine within 30 days prior to the first dose of trial treatment. Note: Seasonal influenza vaccines for injection are generally inactivated flu vaccines and are allowed; however intranasal influenza vaccines (e.g., Flu-Mist®) are live attenuated vaccines, and are not allowed. 22. Any history of serotonin syndrome after receiving 1 or more serotonergic drugs. 23. Use of any monoamine oxidase inhibitor (MAOI) or drug associated with significant monoamine oxidase (MAO) inhibitory activity (listed in Tabel 4; Section 5.5) within 21 days of cycle 1 day 1. 24. Use of any melatonin supplements within 21 days of cycle 1 day 1. 25. Use of any UGT1A9 inhibitor, including (Section 5.5): acitretin, amitriptyline, androsterone, cyclosporine, dasatinib, diclofenac, diflunisal, efavirenz, erlotinib, estradiol (17-beta), flutamide, geftinib, gemfibrozil, glycyrrhetinic acid glycyrrhizin, imatinib, imipramine, ketoconazole, linoleic acid, mefenamic acid, mycophenolic acid, niflumic acid, nilotinib, phenobarbital, phenylbutazone, phenytoin, probenecid, propofol, quinidine, ritonavir, Sorafenib, sulfinpyrazone, valproic acid, and verapamil within 21 days of cycle 1 day 1. Note: Propofol, when used for short-term sedation during surgical/biopsy procedures, is allowed after consultation with the protocol chair or sponsor. Please check the detailed instruction for the use of propofol in Section 5.5) 26. Presence of a gastrointestinal condition that may affect drug absorption. 27. History or presence of an abnormal electrocardiogram (ECG) which, in the investigator's opinion, is clinically meaningful. Subjects with screening QTc interval \> 480 ms are excluded. For subjects with an intraventricular conduction delay (QRS interval 120 ms), the JTc interval may be used in place of the QTc with sponsor approval. Subjects with left bundle branch block are excluded. Subjects with QTc prolongation due to a pacemaker may enroll if the JT is normal or with medical monitor approval.