This partially randomized phase I/IIb trial studies the side effects and best dose of IDO1 inhibitor INCB024360 in combination with DEC-205/NY-ESO-1 fusion protein CDX-1401 and poly ICLC and to see how well they work in treating patients with ovarian, fallopian tube, or primary peritoneal cancer who no longer have evidence of disease. Antigens (such as cancer/testis antigen [NY-ESO-1] protein) are found on many cancer cells. Vaccines made from NY-ESO-1 protein may cause the immune system to produce immune cells and antibodies that may help locate the NY-ESO-1 and/or cancer/testis antigen 2 (LAGE-1) antigens on cancer cells. By finding them, the immune system may then work to control or eliminate the remaining cancer cells. INCB024360 is an inhibitor of an enzyme called indoleamine 2,3 dioxygenase (IDO). This enzyme is produced by tumor cells to disable immune cells, and limit the efficacy of immune attack. Giving DEC-205/NY-ESO-1 fusion protein CDX-1401 with poly ICLC and IDO1 inhibitor INCB024360 may generate stronger and more long lasting anti-cancer immune responses in patients with ovarian, fallopian tube, and primary peritoneal cancer in remission.

PRIMARY OBJECTIVES:

I. To determine the safety of fixed doses of DEC205mAb-NY-ESO-1 fusion protein (DEC-205/NY-ESO-1 fusion protein CDX-1401) with adjuvant poly-ICLC given as a vaccine in combination with INCB024360 (IDO1 inhibitor INCB024360). (Phase I) II. To evaluate toxicity as defined by National Cancer Institute (NCI) Common Terminology Criteria for Adverse Events (CTCAE) Version 4.0. (Phase I) III. To determine the progression free survival (PFS) (primary endpoint) using standard immune-related response criteria (irRC) criteria. (Phase IIb)

SECONDARY OBJECTIVES:

I. To determine the effectiveness of INCB024360 on enhancing vaccine efficacy by assessing cancer-testis antigen (NY-ESO-1) specific cellular and humoral immunity.

II. To determine the effectiveness of Sirolimus on enhancing vaccine efficacy by assessing NY-ESO-1 specific cellular and humoral immunity (Exploratory Cohort ONLY) III. Peripheral blood NY-ESO-1 specific cluster of differentiation (CD)8+ and CD4+ T cells. (Exploratory Cohort ONLY) IV. Peripheral blood NY-ESO-1 specific antibodies.(Exploratory Cohort ONLY) V. Peripheral blood frequency of CD4+CD25+forkhead box P3 (FOXP3)+ regulatory T cells. (Exploratory Cohort ONLY) VI. Pharmacokinetics of INCB02360 in relation to T cell frequency and function in correlation with PFS. (Exploratory Cohort ONLY)

OUTLINE:

PHASE I:

Patients receive DEC-205/NY-ESO-1 fusion protein CDX-1401 via intracutaneous injection on day 1, poly ICLC subcutaneously (SC) on days 1 and 2, and IDO1 inhibitor INCB024360 orally (PO) twice daily (BID) on days 1-28. Treatment repeats every 28 days for up to 5 courses in the absence of disease progression or unacceptable toxicity. Patients receive IDO1 inhibitor INCB024360 for up to 7 courses.

PHASE IIb: Patients are randomized to 1 of 2 treatment arms.

ARM I: Patients receive DEC-205/NY-ESO-1 fusion protein CDX-1401 and poly ICLC as in Phase I.

ARM II: Patients receive DEC-205/NY-ESO-1 fusion protein CDX-1401, poly ICLC, and IDO1 inhibitor INCB024360 as in Phase I.

After completion of study treatment, patients are followed up for 30 days and then at 3, 6, and 12 months.

Inclusion Criteria:

• Eligible patients will be women with epithelial ovarian, fallopian tube, or primary peritoneal carcinoma after chemotherapy with no evidence of disease or minimal residual disease for primary or recurrent disease; this may or may not be measurable; these patients would normally enter a period of observation after standard management
• Any human leukocyte antigen (HLA) type; (historic HLA typing is permitted)
• Tumor expression of NY-ESO-1 or LAGE-1 by immunohistochemistry (IHC) and/or reverse transcriptase polymerase chain reaction (RTPCR)
• Life expectancy > 6 months
• Absolute neutrophil count (ANC) >= 1,000/uL
• Platelets (PLT) >= 100,000/uL
• Hemoglobin (Hgb) >= 8 g/dL
• Total bilirubin =< 1.5 x upper limit of normal (ULN)
• Serum aspartate aminotransferase (serum glutamic oxaloacetic transaminase [SGOT]/AST) or serum alanine aminotransferase (serum glutamate pyruvate transaminase [SGPT]/ALT) =< 3 x ULN
• Serum creatinine =< 2 x ULN
• Have been informed of other treatment options
• Patient or legal representative must understand the investigational nature of this study and sign an Independent Ethics Committee/Institutional Review Board approved written informed consent form prior to receiving any study related procedure
• Have an Eastern Cooperative Oncology Group (ECOG) performance status of =< 2
• The ability to swallow and retain oral medication
• Patients of child-bearing potential must agree to use acceptable contraceptive methods (e.g., double barrier) during treatment
• Patients may have received previous NY-ESO-1 vaccine therapy; patients who received maintenance paclitaxel or bevacizumab are eligible for enrollment provided they have discontinued therapy (at least 4 weeks for prior taxane or prior bevacizumab) prior to randomization and recovered from toxicities to less than grade 2

Exclusion Criteria:

• Metastatic disease to the central nervous system for which other therapeutic options, including radiotherapy, may be available
• Other serious illnesses (e.g., serious infections requiring antibiotics, bleeding disorders)
• History of severe autoimmune disorders requiring use of steroids or other immunosuppressives
• Concomitant systemic treatment with chronic use (based on the investigator's judgment) of corticosteroids, anti-histamine or non-steroidal anti-inflammatory drugs, and other platelet inhibitory agents
• Chemotherapy, radiation therapy, or immunotherapy within 4 weeks prior to first dosing of study drug (6 weeks for nitrosoureas); concomitant hormonal therapies for breast cancers are allowed
• Subjects being treated with a monoamine oxidase inhibitor (MAOI), or drug which has significant MAOI activity (e.g., Meperidine, linezolid, methylene blue) within 3 weeks prior to screening
• Subjects who are currently receiving therapy with a potent cytochrome P450, family 3, subfamily A, polypeptide 4 (CYP3A4) inducer or inhibitor (e.g. clarithromycin, telithromycin, nefazodone, itraconazole, ketoconazole, atazanavir)
• Use of UDP glucuronosyltransferase 1 family, polypeptide A9 (UGT1A9) inhibitor including: diclofenac, imipramine, and ketoconazole
• Participation in any other clinical trial involving another investigational agent within 4 weeks prior to first dosing of study drug
• Known hepatitis B, hepatitis C, or human immunodeficiency virus (HIV)
• Mental impairment that may compromise the ability to give informed consent and comply with the requirements of the study
• Lack of availability of a patient for immunological and clinical follow-up assessment
• Evidence of current drug or alcohol abuse or psychiatric impairment, which in the Investigator's opinion will prevent completion of the protocol therapy or follow-up
• Pregnant or nursing female patients
• Unwilling or unable to follow protocol requirements
• Any condition which in the Investigator's opinion deems the patient an unsuitable candidate to receive study drug (i.e., any significant medical illness or abnormal laboratory finding that would, in the investigator's judgment, increase the patient's risk by participating in this study)
• Known hypersensitivity to any of the study drugs that will be given to the participant
• Additional exclusion criteria for exploratory cohort ONLY: Known pulmonary hypertension