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1 Supplementary Online Content Mezquita L, Auclin E, Ferrara R, et al. Association of the Lung Immune Prognostic Index with immune checkpoint inhibitor outcomes in patients with advanced non small cell lung cancer. JAMA Oncol. Published online January 11, doi: /jamaoncol etable 1. Summary of publications of routine inflammatory markers in cancer patients treated with PD1/PD-L1 inhibitors etable 2. Baseline characteristics of the test set, validation set, and pooled immunotherapy cohorts, and the chemotherapy cohort etable 3. Multivariate analysis in the test cohort: hazard ratios (HR) for overall survival (OS) and progression-free survival (PFS) efigure 1. Study flowchart for A) the GR test set and B) validation set efigure 2. Survival according to LIPI groups in the GR test set for A) overall survival (OS), and B) progression-free survival (PFS); and in the ICI validation set for OS (C) and PFS (D) efigure 3. Progressive disease rate (%) according to LIPI group in the test and validation sets etable 4. Response rate and disease control rate according to LIPI groups in the GR test and validation set etable 5. Baseline characteristics according to LIPI group, in the pooled cohort etable 6. Baseline characteristics according to LIPI group, in the chemotherapy cohort efigure 4. OS according to histology subtypes and LIPI groups in the pooled ICI cohort: A) OS in the non-squamous population and B) OS in the squamous population efigure 5. A) OS in age subgroups according to LIPI groups, in the pooled cohort: A) OS in the younger population and B) OS in the older population efigure 6. OS according to smoking status and LIPI in the pooled cohort: A) OS in smoker and B) OS in the non-smoker population efigure 7. OS according to performance status and LIPI in the pooled cohort A) OS in PS 0-1, and B) OS in PS 2 populations efigure 8. Survival by PDL1 status, according to LIPI groups, in the pooled cohort: A) OS in the PD-L1 positive and B) OS in the PD-L1 negative population ereferences This supplementary material has been provided by the authors to give readers additional information about their work.

2 etable 1. Summary of published data for routine inflammatory markers in cancer patients treated with PD-1/PD-L1 inhibitors TUMOR DRUG STUDY N PATIENTS MARKER OUTCOMES Significance REF Melanoma Ipilimumab Prospective 53 (CU) ALC 1000/μL High ALC Good OS Univariate, P= (1) Melanoma Ipilimumab Prospective 73 Advanced (CU) ALC 1000/μL Low ALC At 2 nd cycle Poor OS HR 2.95 (95%CI ) (2) Melanoma Ipilimumab Retrospective 200 Advanced LDH ULN ALC 10.5% AMC 650/μL AEC 50/μL High LDH Low ALC High AMC High AEC Poor OS HR 1.9; P=0.003 HR 4.2; P=0.001 HR 2.2; P=0.001 HR 1.7; P=0.003 (3) Melanoma Ipilimumab Prospective 720 (EAP) dnlr 3 ANC 7500/μL High dnlr High ANC Poor OS HR 4.10 (95%CI ) HR 5.76 (95%CI ) (4) Melanoma Ipilimumab Retrospective 134 NLR Albumin LDH > UNL High NLR Low Album High LDH Poor OS NS NS HR 1.03 ( ) P<0.001 (5) Melanoma Ipilimumab Retrospective 95 LDH 480U/L CPR 10.5% WBC 650/μL ALC 50/μL High LDH Low ALC High AMC High AEC Poor OS P= P= NS P=0.009(univariate) (6) Melanoma Nivolumab Pembro. Melanoma Pembro. Retrospective Retrospective 66 LDH > ULN High LDH Poor OS (1 year) 512 (EAP and LDH 2.5 ULN High LDH KEYNOTE 002) RLC 17.5% Low RLC P= (log-rank) Poor OS HR 2.8; (95%CI 2-3.9) HR 2.0; (95%CI ) (7) (8)

3 REC 1.5% Low REC HR 2.0; (95%CI ) NSCLC Nivolumab Retrospective 175 NLR 5 High NLR Poor OS Poor PFS HR 2.1; (95%CI ) HR 1.4; (95%CI ) (9) ULN: upper limit of normal, CU: Compassionate-use program, EAP: Expanded Access program, RLC: Relative lymphocyte count, REC: Relative eosinophil count; OS, overall survival; PFS, progression-free survival; LDH, lactate dehydrogenase; ALC absolute lymphocyte count; HR hazard ratio; NS not significant. Conventional units: ALC, ANC, AEC, AMC: _/μl(system International, SI Unit x0,001, 10 9 /L), LDH: U/L (SI Unit: x0.0167, μkat/l).

4 etable 2. Baseline characteristics of the test set, validation set, pooled immunotherapy cohorts, and the chemotherapy control cohort Test set N=161 (%) Validation immuno set N=305 (%) All immuno population cohort N = 466 (%) Chemotherapy cohort N = 162 (%) Sex Male 100 (62) 201 (66) 301 (65) 107 (66) Age at diagnosis Median (years, range) 61.5 (29;84) 63 (36;86) 62 (29;86) 60 (31;83) Smoking status at diagnosis Non-smoker 20 (12) 17 (6) 37 (8) 18 (11) Former smoker 85 (53) 177 (58) 262 (56) 57 (35) Current smoker 51 (32) 109 (36) 160 (34) 87 (54) Unknown 5 (3) 2 (1) 7 (1) 0 Histology Adenocarcinoma 100 (62) 170 (56) 270 (58) 117 (72) Squamous 46 (29) 113 (37) 159 (34) 23 (14) NSCLC- other 15 (9) 22 (7) 37 (8) 22 (14) Molecular alteration EGFR mutation 13 (8) 6 (2) 19 (4) 6 (7) ALK rearrangement 3 (2) 3 (1) 6 (1) 13 (16) KRAS mutation 35 (22) 50 (16) 85 (18) 31 (37) PD-L1 status* Negative 14 (25) 19 (26) 33 (26) 1 (<1) Positive 43 (75) 53 (74) 96 (74) 4 (2) Unknown Performance Status (ECOG)** 0 16 (10) 90 (30) 106 (23) 37 (23) (75) 174 (58) 295 (64) 106 (65) 2 24 (15) 37 (12) 61 (13) 19 (14) Stage at diagnosis I-II 16 (10) 23 (8) 39 (8) 4 (2) IIIa 28 (17) 32 (10) 60 (13) 6 (4)

5 IIIb 16 (10) 54 (18) 70 (15) 12 (7) IV 101 (63) 195 (64) 296 (64) 140 (86) Metastatic sites** Median N (Range) 2 (1-7) 2 (0-6) 2 (0-7) 2 (0-7) Bone 46 (29) 84 (28) 130 (28) 56 (35) Liver 43 (27) 51 (17) 94 (20) 29 (18) Brain 22 (14) 37 (12) 59 (13) 39 (24) Previous treatments Platinum-based chemotherapy 73 (45) 178 (58) 251 (54) 59 (36) Taxane 22 (14) 20 (7) 42 (9) 61 (38) TKI*** 19 (12) 15 (5) 34 (7) 3 (2) Chemoradiation 7 (4) 17 (6) 24(5) 6 (4) Targeted therapy 9 (6) 4 (1) 13 (3) 0 Pemetrexed 5 (3) 8 (3) 13 (3) 5 (3) Other 22 (12) 42 (14) 64 (14) 43 (26) Immunotherapy PD-1 inhibitor 132 (82) 250 (82) 382 (82) 0 PD-L1 inhibitor 29 (18) 37 (12) 66 (14) 0 PD-L1 inhibitor- CTLA4 inhibitor 0 18 (6) 18 (4) 0 Immunotherapy linea Median (Range) 2 (2-12) 2 (1-7) 2 (1-12) 1 (1-3) Response rate ORR 34 (21) 92 (32) 126 (27) 40 (27) Complete response 4 (3) 5 (2) 9 (2) 0 Partial response 30 (19) 87 (30) 117 (25) 40 (27) Stable disease 51 (33) 92 (32) 142 (31) 70 (47) Progression 69 (45) 104 (36) 173 (37) 38 (26) NA Dissociated response 8 (5) 24 (8) 32 (7) 0 dnlr >3 63 (39) 100 (33) 163 (35) 82 (51) LDH >ULN 47 (29) 132 (43) 179 (41) 56 (36) *by immunohistochemistry; **at baseline immunotherapy; *** in EGFR wild type dnlr, derived neutrophil-to-lymphocyte ratio; LDH, lactate dehydrogenase NA, not assessable; ORR, overall response rate; ULN, upper limit of normal

6 etable 3. Multivariate analysis in the test cohort: hazard ratios (HR) for overall survival (OS) and progression-free survival (PFS) OS PFS HR 95%CI P value HR 95%CI P value Age > 70 years Smoking Non-smoker Histology Squamous N metastatic sites > Lines of immunotherapy > PS (ECOG) LDH > UNL dnlr > Albumin g/dl) <

7 efigure 1. Study flowchart for A) the GR test set and B) validation set. Among the 178 advanced NSCLC patients screened in the test set, 17 (9.5%) were excluded due to missing clinical or laboratory data (Figure 1S). In the validation set, 348 advanced NSCLC patients were screened and 43 (12%) were excluded due to non-available clinical or laboratory data.

8 efigure 2. Survival according to LIPI groups in the GR test set for A) overall survival (OS), and B) progression-free survival (PFS); and in the ICI validation set for OS (C) and PFS (D)

9 efigure 3. Progressive disease rate (%) according to LIPI group in the test and validation set Good Intermediate Poor Test Discovery Validation

10 etable 4. Response rate and disease control rate according to LIPI groups, in the GR test cohort and in the validation set All patients LIPI population (N=126) Test set (N=126) LIPI 0 - Good LIPI 1 - Moderate LIPI 2 - Poor P-value (N=45, 36%) (N=62, 49%) (N=19, 15%) Best CR 4 (3) 2 (5) 2 (3) 0 (0) response PR 26 (21) 13 (30) 11 (18) 2 (11) SD 42 (34) 18 (42) 20 (33) 4 (22) PD 50 (40) 10 (23) 28 (46) 12 (67) NA Disease control rate Validation set Best response CR, PR 72 (58) 33 (77) 33 (54) 6 (33) or SD PD 50 (40) 10 (23) 28 (46) 12 (67) NA All patients LIPI 0 - Good LIPI 1 - Moderate LIPI 2 - Poor (N = 305) (N=117, 38%) (N=144, 47%) (N=44, 14%) P-value CR 5 (2) 4 (4) 1 (1) 0 (0) PR 87 (30) 29 (26) 42 (31) 16 (39) SD 92 (32) 48 (43) 40 (29) 4 (10) PD 104 (36) 30 (27) 53 (39) 21 (51) NA Disease control rate CR, PR or SD 184 (64) 81 (73) 83 (61) 20 (49) 0.014

11 PD 104 (36) 30 (27) 53 (39) 21 (51) NA CR: complete response; PR: partial response; SD: stable disease; PD: progressive disease; NA: non assessable.

12 etable 5. Baseline characteristics according to LIPI group, in the pooled cohort LIPI 0 Good (N=162, 37%) LIPI 1 Intermediate (N=206, 48%) LIPI 2 Poor (N= 63, 15%) Total population N = 431 (%) Sex Male 102 (63) 131 (64) 42 (67) 301 (65) Age at diagnosis Median (years, range) 62 (36;86) 63 (29;86) 62 (39;84) 62 (29;86) Smoking status+ Non-smoker 13 (8) 18 (9) 5 (8) 37 (8) Former 80 (49) 115 (56) 46 (73) 262 (56) Current 67 (42) 69 (33) 11 (17) 160 (34) Unknown 2 (1) 4 (2) 1 (2) 7 (2) Histology Non-squamous 111 (69) 132 (64) 41 (65) 307 (66) Squamous 51 (31) 74 (36) 22 (35) 159 (34) Molecular alteration EGFR mutation 3 (2) 13 (6) 3 (5) 19 (4) ALK rearrangement 2 (1) 2 (1) 1 (2) 6 (1) KRAS mutation 34 (21) 31 (15) 8 (13) 85 (18) PDL1 status*+ Negative 16 (36) 14 (25) 1 (5) 33 (26) Positive 28 (64) 43 (75) 20 (95) 96 (74) Unknown Performance Status** (32) 45 (22) 10 (16) 106 (23) 1 96 (60) 132 (64) 42 (67) 295 (64) 2 12 (8) 28 (14) 11 (17) 61 (13) Stage at diagnosis IIIb 18 (11) 33 (16) 14 (22) 70 (15)

13 IV 101 (62) 135 (66) 38 (60) 296 (64) Metastatic sites** Median N (Range) 2 (0;6) 2 (0;7) 2 (1;7) 2 (0-7) Bone 43 (27) 58 (28) 20 (32) 130 (28) Liver 28 (17) 39 (19) 16 (25) 94 (20) Brain 22 (14) 19 (9) 9 (14) 59 (13) Immunotherapy PD1 inhibitor 133 (82) 167 (81) 48 (76) 382 (82) PDL1 inhibitor 19 (12) 34 (17) 12 (19) 66 (14) PDL1 inhibitor- CTLA4 10 (6) 5 (2) 3 (5) 18 (4) inhibitor Immunotherapy lines Median (Range) 2 (1;11) 2 (1;12) 2 (1;8) 2 (1-12) Response rate+ Complete response (CR) 6 (4) 3 (1) 0 (0) 9 (2) Partial response (PR) 42 (26) 53 (26) 18 (28) 117 (25) Stable disease (SD) 66 (41) 59 (29) 8 (13) 142 (31) Progression 40 (25) 81 (39) 33 (52) 173 (37) NA Dissociated response + P< (9) 15 (7) 2 (3) 32 (7)

14 etable 6. Baseline characteristics according to LIPI group, in the chemotherapy cohort LIPI 0 Good N=53 (34%) LIPI 1 Intermediate N=70 (45%) LIPI 2 Poor N=34 (22%) Chemotherapy cohort N=157 (%) Sex Male 33 (62) 45 (64) 26 (76) 107 (68) Age at diagnosis Median (years, range) 60 (33;79) 60 (31;83) 61 (35;78) 60 (31;83) Smoking status Non-smoker 8 (15) 5 (7) 5 (15) 18 (11) Former smoker 22 (42) 24 (34) 9 (26) 57 (36) Current smoker 23 (43) 41 (59) 20 (59) 87 (55) Histology Adenocarcinoma 48 (91) 50 (71) 21 (62) 117 (75) Squamous 5 (9) 11 (16) 6 (18) 23 (15) NSCLC- other 6 (11) 9 (13) 7 (21) 22 (14) Molecular alteration EGFR mutation 2 (7) 3 (9) 1 (8) 6 (4) ALK rearrangement 7 (23) 5 (14) 1 (8) 13 (8) KRAS mutation 10 (33) 16 (46) 4 (31) 31 (19) PDL1 status Negative 1 (2) 19 (26) 0 1 (<1) Positive (3) 4 (3) Unknown Performance Status (ECOG) 0 16 (30) 18 (26) 3 (9) 37 (24) 1 33 (62) 45 (64) 25 (74) 106 (68) 2 4 (8) 7 (10) 6 (18) 19 (12) Stage at diagnosis I-II 1 (2) 2 (3) 1 (3) 4 (3) IIIa 1 (2) 3 (4) 2 (6) 6 (4)

15 IIIb 3 (6) 5 (7) 3 (9) 12 (8) IV 48 (91) 60 (86) 28 (82) 136 (87) Metastatic sites Median N(Range) 2 (1-7) 2 (0-5) 2 (0-4) 2 (0-7) Bone 22 (42) 23 (33) 11 (32) 56 (36) Liver 9 (17) 13 (19) 7 (21) 29 (18) Brain 11 (21) 19 (27) 9 (26) 39 (25) Previous treatments* Platinum-based 12 (23) 21 (30) 21 (61) 59 (38) chemotherapy Taxane 0 1 (1) 0 61 (39) Chemoradiation 1 (2) 4 (6) 1 (3) 6 (4) Targeted therapy 3 (6) 4 (1) 13 (3) 20 (13) Pemetrexed 1 (2) (3) No prior therapy 36 (68) 43 (61) 12 (35) 43 (27) Chemotherapy line* Median N (Range) First line Second line Third line 1 (1-3) 36 (68) 14 (26) 3 (6) 1 (1-3) 43 (61) 22 (31) 5 (7) 1 (1-2) 12 (35) 22 (65) 0 1 (1-3) 91 (58) 62 (40) 9 (6) Response rate ORR 15 (29) 17 (26) 7 (26) 40 (25) Complete response (CR) Partial response (PR) 15 (29) 17 (26) 7 (26) 40 (25) Stable disease (SD) 26 (51) 32 (49) 11 (41) 70 (45) Progression 10 (20) 16 (25) 9 (33) 38 (24) NA Dissociated response * P<

16 efigure 4. OS according to histology subtypes and LIPI groups in the pooled ICI cohort: A) OS in the non-squamous population (P<0.0001) and B) OS in the squamous population (P=0.02)

17 efigure 5. A) OS in age subgroups according to LIPI groups, in the pooled cohort: A) OS in the younger population (P<0.0001) and B) OS in the older population (P=0.0006)

18 efigure 6. OS according to smoking status and LIPI in the pooled cohort: A) OS in the smoker (P<0.0001) and B) OS in non-smoker population (P=0.1)

19 efigure 7. OS according to performance status and LIPI in the pooled cohort A) OS in PS 0-1 (P<0.0001), and B) OS in PS 2 populations (P=0.82)

20 efigure 8. Survival by PDL1 status, according to LIPI groups, in the pooled cohort: A) OS in PD-L1 positive patients (P<0.0001) and B) OS in the PD-L1 negative population (P=0.25)

21 ereferences 1. Ku GY, Yuan J, Page DB, et al. Single-institution experience with ipilimumab in advanced melanoma patients in the compassionate use setting. Cancer. 2010;116(7): Delyon J, Mateus C, Lefeuvre D, et al. Experience in daily practice with ipilimumab for the treatment of patients with metastatic melanoma: an early increase in lymphocyte and eosinophil counts is associated with improved survival. Ann Oncol. 2013;24(6): Martens A, Wistuba-Hamprecht K, Geukes Foppen M, et al. Baseline Peripheral Blood Biomarkers Associated with Clinical Outcome of Advanced Melanoma Patients Treated with Ipilimumab. Clin Cancer Res. 2016;22(12): Ferrucci PF, Ascierto PA, Pigozzo J, et al. Baseline neutrophils and derived neutrophil-to-lymphocyte ratio: prognostic relevance in metastatic melanoma patients receiving ipilimumab. Ann Oncol. 2016;27(4): Diem S, Kasenda B, Martin-Liberal J, et al. Prognostic score for patients with advanced melanoma treated with ipilimumab. Eur J Cancer. 2015;51(18): Simeone E, Gentilcore G, Giannarelli D, et al. Immunological and biological changes during ipilimumab treatment and their potential correlation with clinical response and survival in patients with advanced melanoma. Cancer Immunol Immunother CII. 2014;63(7): Diem S, Kasenda B, Spain L, et al. Serum lactate dehydrogenase as an early marker for outcome in patients treated with anti-pd-1 therapy in metastatic melanoma. Br J Cancer. 2016;114(3): Weide B, Martens A, Hassel JC, et al. Baseline Biomarkers for Outcome of Melanoma Patients Treated with Pembrolizumab. Clin Cancer Res. 2016;22(22): Bagley SJ, Kothari S, Aggarwal C, et al. Pretreatment neutrophil-to-lymphocyte ratio as a marker of outcomes in nivolumab-treated patients with advanced non-small-cell lung cancer. Lung Cancer. 2017;106:1 7.

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