This study will be conducted in 5 parts (Parts A, B, C, D and E).

Monotherapy Treatment:

Subjects ≥18 years with advanced solid tumors will be enrolled in the study. Monotherapy dose escalation will be performed in Part A. Cycle 1 data from each cohort will be evaluated for safety and dose-limiting toxicities (DLTs) prior to dose escalation. Subjects will be assigned to a cohort in the order screening is completed. Dose will depend upon the cohort in which a patient is enrolled and cohorts will be dosed consecutively by ascending dose. Once the maximum tolerated dose (MTD) or maximum administered dose (MAD) has been identified, an expanded cohort will be enrolled (Part B).

Combination Treatment:

Subjects ≥18 years with advanced solid tumors will be enrolled in the study. Subjects will receive TRX518 in combination with gemcitabine (Part C), pembrolizumab (Part D), or nivolumab (Part E). Dose escalation will be performed for each part (Part Cesc, Part Desc, Part Eesc) and Cycle 1 data from each cohort will be evaluated for safety and dose-limiting toxicities (DLTs) prior to dose escalation. Subjects will be assigned to a cohort in the order screening is completed. Dose will depend upon the cohort in which a patient is enrolled and cohorts will be dosed consecutively by ascending dose. Once the maximum tolerated dose (MTD) or maximum administered dose (MAD) has been identified, an expanded cohort will be enrolled (Part Cexp, Part Dexp, Part Eexp).

Inclusion Criteria:

• Advanced Solid Malignancies: Histologically documented metastatic or locally advanced, incurable solid malignancy (Parts A and B); histologically documented metastatic or locally advanced, incurable solid malignancy for which gemcitabine is clinically appropriate (e.g., non-small cell lung, breast, ovarian, pancreatic, and renal cancer); histologically documented metastatic or locally advanced, incurable solid malignancy for which pembrolizumab (Part D) or nivolumab (Part E) is approved. NOTE: Parts D and E only: Subject has either (1) received treatment with pembrolizumab or nivolumab for ≥4 months with a best response of stable disease and plans to continue treatment with either pembrolizumab or nivolumab in accordance with package insert; or (2) is not currently taking, but is eligible for treatment with, pembrolizumab or nivolumab in accordance with the approved indications for each as referenced in the package insert.
• Expected survival of at least 12 weeks after dosing.
• Eastern Cooperative Oncology Group (ECOG) performance status score of 0 or 1
• Evidence of adequate organ function by standard laboratory tests.
• All female subjects of child bearing age must be either surgically sterile, postmenopausal for at least 1 year, or using an acceptable method of contraception. Adequate contraception for both male and female subjects must be used from the beginning of the screening period until at least 8 weeks after the last dose of study drug.

Exclusion Criteria:

• Hematologic malignancies or multiple myeloma.
• Known, clinically important cardiac or respiratory disease
• Any concomitant serious physical illness other than cancer (e.g., immune deficiency disease, bleeding disorder, etc.) within 1 year prior to dosing. No history of autoimmune disease.
• Active, uncontrolled infections within 7 days of study entry requiring systemic therapy.
• Evidence of progression of central nervous system (CNS) metastases or symptomatic CNS metastases within 30 days prior to dosing.
• History of known or suspected autoimmune disease with the specific exceptions of vitiligo, atopic dermatitis, or psoriasis not requiring systemic treatment. (Parts C, D and E only).
• Clinically-significant gastrointestinal disorders, such as perforation, gastrointestinal bleeding, or diverticulitis (Parts D and E only).
• Active autoimmune disease that has required systemic treatment in past 2 years (i.e. with use of disease modifying agents, corticosteroids or immunosuppressive drugs). Replacement therapy (thyroxine, insulin, or physiologic corticosteroid replacement therapy for adrenal or pituitary insufficiency, etc.) is not considered a form of systemic treatment (Parts D and E only).
• History of (non-infectious) pneumonitis that required steroids or current pneumonitis (Parts D and E only).
• History of interstitial lung disease (Parts D and E only).