The goal of this study is to establish the safety and tolerability of pembrolizumab when administered in combination with either of two chemotherapy regimens (weekly paclitaxel or capecitabine) in unresectable/metastatic triple negative breast cancer (MTNBC) patients.

In the pilot phase, patients will be enrolled to one of two experimental arms, which will be selected by the treating investigator (arm A: pembrolizumab + weekly paclitaxel; arm B: pembrolizumab + capecitabine).

Subjects will receive pembrolizumab via intravenous (IV) infusion at 200mg every three weeks (Q3W), and continue treatment Q3W until progression of disease, initiation of alternative cancer therapy, unacceptable toxicity, or other reasons to discontinue treatment occur, up to 24 months.

Paclitaxel will be administered intervenously on a weekly schedule at a dose of 80mg/m2.

Oral capecitabine will be administered at total daily dose of 4,000 mg (2,000 mg two times each day (abbreviated BID)). Capecitabine will be administered as intermittent therapy given on days 1-7 in 14-day cycles.

Inclusion Criteria:

Be willing and able to provide written informed consent/assent for the trial.

• Be 18 years of age on day of signing informed consent.
• HER2-negative breast cancer (defined by immunohistochemistry (IHC) 0-1 (or) IHC 2 and in situ hybridization (ISH) HER2 / centromere on chromosome 17 (CEP17) < 2.0);
• ER and PR-negative breast cancer (defined by IHC<1%);
• Measurable metastatic or unresectable disease based on response evaluation criteria in solid tumours (RECIST) 1.1.
• Indicated for treatment with either weekly paclitaxel or oral capecitabine, as first or second-line chemotherapy in the metastatic/unresectable setting (as determined by the consenting investigator);
• Be willing to provide tissue from a newly obtained core or excisional biopsy of a tumor lesion. Newly-obtained is defined as a specimen obtained during screening. Archival tissue is acceptable if no intervening anti-neoplastic therapy has been administered, and if sufficient material is available for analysis (see section 8.0 for requirements);
• Have a performance status of 0 or 1 on the Eastern Cooperative Oncology Group (ECOG) Performance Scale.
• Demonstrate adequate organ function as defined by protocol defined lab values
• Female subjects of childbearing potential must have a negative urine or serum pregnancy within 72 hours prior to receiving the first dose of study medication. If the urine test is positive or cannot be confirmed as negative, a serum pregnancy test will be required.
• Female subjects of childbearing potential must avoid becoming pregnant while on treatment. Men must avoid fathering a child while on treatment.

Exclusion Criteria:

• Is currently participating and receiving study therapy or has participated in a study of an investigational agent and received study therapy or used an investigational device within 4 weeks of the first dose of treatment.
• Has a diagnosis of immunodeficiency or is receiving systemic steroid therapy or any other form of immunosuppressive therapy within 7 days prior to the first dose of trial treatment.
• Has a known history of active TB (Bacillus Tuberculosis)
• Hypersensitivity to pembrolizumab or any of its excipients.
• Has had a prior anti-cancer monoclonal antibody (mAb) within 4 weeks prior to study, Day 1 or who has not recovered (i.e., ≤ Grade 1 or at baseline) from adverse events due to agents administered more than 4 weeks earlier. Denosumab is allowed.
• Has had prior chemotherapy, targeted small molecule therapy, or radiation therapy within 2 weeks prior to study Day 1 or who has not recovered (i.e., ≤ Grade 1 or at baseline) from adverse events due to a previously administered agent. Note: Subjects with ≤ Grade 2 neuropathy and alopecia are an exception to this criterion and may qualify for the study.
• Has received the assigned chemotherapy regimen previously in the metastatic setting, or has received the assigned chemotherapy regimen previously in the (neo)adjuvant setting within 12 months of consent;
• If subject received major surgery, they must have recovered adequately from the toxicity and/or complications from the intervention prior to starting therapy.
• Has a known additional malignancy that progressed or required active treatment in the last 5 years.
• Has known active central nervous system (CNS) metastases and/or carcinomatous meningitis. Subjects with previously treated brain metastases may participate provided they are stable (without evidence of progression by imaging for at least four weeks prior to the first dose of trial treatment and any neurologic symptoms have returned to baseline), have no evidence of new or enlarging brain metastases, and are not using steroids for at least 7 days prior to trial treatment. This exception does not include carcinomatous meningitis which is excluded regardless of clinical stability.
• Has active autoimmune disease that has required systemic treatment in the past 2 years (i.e. with use of disease modifying agents, corticosteroids or immunosuppressive drugs). Replacement therapy (eg., thyroxine, insulin, or physiologic corticosteroid replacement therapy for adrenal or pituitary insufficiency, etc.) is not considered a form of systemic treatment.
• Has history of/active pneumonitis requiring treatment with steroids or history of/active interstitial lung disease.
• Has an active infection requiring systemic therapy.
• Has a history or current evidence of any condition, therapy, or laboratory abnormality that might confound the results of the trial, interfere with the subject's participation for the full duration of the trial, or is not in the best interest of the subject to participate, in the opinion of the treating investigator.
• Has known psychiatric or substance abuse disorders that would interfere with cooperation with the requirements of the trial.
• Is pregnant or breastfeeding, or expecting to conceive or father children within the projected duration of the trial, starting with the pre-screening or screening visit through 120 days after the last dose of trial treatment.
• Has received prior therapy with an anti-programmed death 1 (anti-PD-1), anti-programmed death ligand 1 (anti-PD-L1), or anti-programmed death ligand 2 (anti-PD-L2) agent or has participated in a Merck-sponsored pembrolizumab study.
• Has a known history of Human Immunodeficiency Virus (HIV) (HIV 1/2 antibodies).
• Has known active Hepatitis B or Hepatitis C.
• Has received a live vaccine within 30 days of planned start of study therapy. Note: Seasonal influenza vaccines for injection are generally inactivated flu vaccines and are allowed; however intranasal influenza vaccines (e.g., Flu-Mist®) are live attenuated vaccines, and are not allowed.

~21 weeks