Study of Pembrolizumab Treatment After CYAD-101 With FOLFOX Preconditioning in Metastatic Colorectal Cancer

Key Inclusion Criteria: 1. Histologically proven metastatic adenocarcinoma of the colon or rectum. 1. Confirmed metastatic unresectable adenocarcinoma of the colon or the rectum. 2. Confirmed non-microsatellite instability high (non-MSI-H)/mismatch-repair proficient (pMMR) tumor status 3. Unequivocal and measurable disease by Response Evaluation Criteria in Solid Tumors (RECIST version 1.1). 4. Recurrent/progressing disease after at least one line of systemic therapy for metastatic disease which must include FOLFOX chemotherapy 5. The patient is due to receive FOLFOX chemotherapy 6. Neurotoxicity less than or equal to Common Terminology Criteria for Adverse Events (CTCAE) Grade 1 from previous chemotherapy. 2. Eastern Cooperative Oncology Group (ECOG) performance status 0 or 1. 3. Adequate organ, hepatic, renal, pulmonary and cardiac functions 4. Tumor biopsy at screening Key Exclusion Criteria: 1. Any other investigational agent or device within 4 weeks of the first study treatment administration. 2. Any anticancer agent within 4 weeks of the first study treatment administration 3. Filgrastim (Granulocyte-Colony-Stimulating Factor \[G-CSF\]) or similar growth factors within 7 days of the first study treatment administration 4. Prior therapy with an anti-PD-1, anti-PD-L1, or anti PD-L2 agent or with an agent directed to another stimulatory or co-inhibitory T-cell receptor 5. Prior radiotherapy within 2 weeks prior to the planned day for the first study treatment administration 6. Major surgery within 4 weeks before the planned day for the first study treatment administration 7. A live vaccine within 30 days prior to the planned day for the first study treatment administration 8. Uncontrolled intercurrent illness or serious uncontrolled medical disorder 9. Patients with history of (non-infectious) pneumonitis that require steroids or has current pneumonitis as assessed by chest imaging within 48 hours prior to first study treatment administration.