Main Inclusion Criteria:  Histologically proven NSCLC Unresectable or metastatic NSCLC, including squamous cell carcinoma, harboring sensitizing EGFR, ALK, or ROS1 genetic aberrations who have received standard of care targeted therapy and have progressed on treatment. Patients with known T790M mutation should have received osimertinib and failed. Measurable disease per RECIST 1.1 ECOG performance status ≤ 1 Adequate organ function Adequately controlled blood pressure  Main Exclusion Criteria:  Prior exposure to immunotherapy or chemotherapy Active untreated brain metastasis and/or carcinomatous meningitis Active, known or suspected autoimmune disease History of (noninfectious) pneumonitis that required systemic steroids or current pneumonitis/interstitial lung disease Condition requiring systemic treatment with either corticosteroids (> 10 mg daily prednisone equivalent) or other immunosuppressive medications Baseline proteinuria ≥ 1 g/24 hrs Electrolyte abnormalities that have not been corrected Significant cardiovascular impairment Gastrointestinal pathology that might affect the absorption of lenvatinib Preexisting grade ≥ 3 gastrointestinal or non gastrointestinal fistula Bleeding or thrombotic disorders or subjects at risk for severe hemorrhage Radiographic evidence of intratumoral caviations, encasement, or invasion of a major blood vessel Known history of tuberculosis Active, acute, or chronic clinically significant infections requiring therapy, including hepatitis B, hepatitis C, and HIV ECG with long QTc interval ≥ 470 ms