A Study of VAC85135, a Neoantigen Vaccine Regimen, Concurrently Administered With Ipilimumab for the Treatment of Myeloproliferative Neoplasms

Inclusion Criteria:

* Be positive for a CALR (calreticulin) mutation: Type 1 or Type 2; Type 1-like, or Type 2-like may be considered with Sponsor approval; or positive for the JAK2V617F (Janus kinase 2 with valine 617 to phenylalanine mutation) mutation with HLA-A02:01 (human leukocyte antigens) per medical history or local testing
* Have an Eastern Cooperative Oncology Group (ECOG) performance status grade of 0 or 1 or 2
* Have the following hematologic laboratory values: Leukocytes greater than or equal to (\>=) 1.5\*10\^9 per liter, Neutrophils \>=1.0\*10\^9 per liter, Platelets \>=20\*10\^9 per liter, Hemoglobin greater than (\>) 7 gram per deciliter (g/dL)
* Have the following chemistry laboratory values: Alanine aminotransferase (ALT): less than or equal to (\<=) 3\*upper limit of normal (ULN), Aspartate aminotransferase (AST): \<=3\*ULN, Total bilirubin: \<=1.5\*ULN, and glomerular filtration rate \>=40 milliliter per minute (mL/min)
* A female participant of childbearing potential must agree to all the following during the study and for 6 months after the last dose of study treatment: use a barrier method of contraception, use a highly effective preferably user-independent method of contraception, not to donate eggs (ova, oocytes) or freeze for future use for the purposes of assisted reproduction, not plan to become pregnant, not to breast-feed
* A male participant must agree to all the following during the study and for 90 days after the last dose of study treatment: wear a condom when engaging in any activity that allows for passage of ejaculate to another person, not to father a child, not to donate sperm or freeze for future use for the purpose of reproduction

Exclusion Criteria:

* History of any significant medical condition per investigators judgment (example: severe asthma/chronic obstructive pulmonary disease (COPD), poorly regulated heart condition, insulin dependent diabetes mellitus)
* Serious known clinically relevant allergies or earlier anaphylactic reactions
* Currently pregnant or breastfeeding
* Prior treatment with any Janus kinase 1/2 (JAK1/2) inhibitor
* Known sensitivity or contraindications to the use of Ipilimumab per local prescribing information