This purpose of this study is to evaluate the safety and to find the optimal dose in participants with human epidermal growth factor receptor 2 (HER2) positive breast cancer who are given the combination of Interferon-gamma with paclitaxel, trastuzumab and pertuzumab. This study will also look at other effects of Interferon-gamma with paclitaxel, trastuzumab and pertuzumab, including its effect on this type of cancer.

Interferon-gamma is a biologically manufactured protein that is similar to a protein the body makes naturally. In the body, interferon gamma is produced by immune cells and helps to prevent serious infections.

Inclusion Criteria:

• Participants must have a histologically confirmed HER2 positive breast cancer (by ImmunoHistoChemistry (IHC) 3+ or fluorescence in situ hybridization (FISH) ratio ≥ 2.0). Phase 1: unresectable locally advanced or metastatic breast cancer. Phase 2: clinical stage 1-3 early stage breast cancer with primary tumor is at least 1cm measured by clinical exam or by radiologic breast imaging tests.
• Prior Therapy - Phase 1: Must be candidates to receive paclitaxel chemotherapy in combination with trastuzumab and pertuzumab. Phase 2: No prior chemotherapy, radiation, or definitive therapeutic surgery (e.g., mastectomy, lumpectomy or axillary dissection) for this malignancy. Patients who have had a prior sentinel lymph node biopsy for this malignancy are eligible. Patients who received equal to or less than 1 cycle of therapy (up to 4 weeks) will be allowed to enroll in this trial.
• Patients who received tamoxifen or another selective estrogen receptor modulator (SERM) for the prevention or treatment of breast cancer or for other indications (e.g., osteoporosis, prior ductal carcinoma in situ (DCIS)), or who receive aromatase inhibitors for prevention or treatment of breast cancer, are eligible. Patients who are hormone-receptor positive and who have received other hormonal agents for the treatment of breast cancer (e.g., Fulvestrant®) are also eligible. Tamoxifen therapy or other hormonal agents should be discontinued at least 1 week before the patient is started on study therapy.
• Age ≥ 18 years.
• Eastern Cooperative Oncology Group (ECOG) performance status 0 or 1.
• Must have normal organ and marrow function within 2 weeks of registration (except where specified otherwise).
• Women of childbearing potential must agree to use adequate contraception (hormonal or barrier method of birth control) prior to study entry and for the duration of study participation.
• Ability to understand and willingness to sign a written informed consent document.

Exclusion Criteria:

• Receiving any other investigational agents during protocol therapy, or up to 14 days or 5 half-lives (whichever is longer) prior to beginning protocol therapy. There should be a least a 1-week interval between last dose of endocrine therapy and protocol therapy.
• Have had chemotherapy or radiation therapy within 2 weeks prior to beginning protocol therapy.
• Uncontrolled intercurrent illness including, but not limited to, ongoing or active infection, congenital prolonged QT syndrome, symptomatic congestive heart failure, unstable angina pectoris, cardiac arrhythmia, or psychiatric illness/social situations that would limit compliance with study requirements.
• Current use of corticosteroid therapy > 5 mg/day of prednisone or equivalent doses of other corticosteroids (topical, intranasal, and inhaled corticosteroids in standard doses and physiologic replacement for participants with adrenal insufficiency are allowed).
• Known active or symptomatic central nervous system (CNS) metastases and/or carcinomatous meningitis. Asymptomatic, treated, and/or stable brain metastases, as measured by subsequent radiologic evaluations at least two months apart, are permitted.
• Pregnant or breast feeding.
• Known HIV-positive.
• Known current or a history of hepatitis B or C virus, including chronic and dormant states, unless disease has been treated and confirmed cleared.
• Major surgery within 4 weeks of initiation of study drug.
• Second invasive malignancy requiring active treatment.