Part 2 of the study will evaluate the administration of pembrolizumab at a dose of 200 mg every 3 weeks in combination with nab-paclitaxel at the RP2D. Determining the RP2D will classify the treatment combination as safe and allow for an expansion of the study population, which will ultimately lead to further assessments of safety and tolerability as well as an evaluation of the anti-tumoral effect of the proposed treatment combination.