Inclusion criteria:

          -  Has confirmed diagnosis of relapse or refractory Multiple Myeloma (enrollment
             completed), Primary mediastinal Large B cell Lymphoma, non-Hodgkin lymphoma (NHL),
             Follicular Lymphoma, Diffuse Large B cell lymphoma (enrollment discontinued), Hodgkin
             lymphoma or Myelodysplastic syndrome (enrollment completed).

          -  Has measureable disease

          -  Has a performance status of 0 or 1 on the Eastern Cooperative Oncology Group (ECOG)
             Performance Scale

          -  Demonstrates adequate organ function

          -  Prior therapy criteria must be met

        Exclusion Criteria:

          -  Is currently participating in and receiving study therapy or has participated in a
             study of an investigational agent or used an investigational device within 4 weeks of
             the first dose of study therapy

          -  Has undergone prior allogeneic hematopoietic stem cell transplantation within the last
             5 years, has received a live vaccine within 30 days of planned start of study therapy,
             has received prior chemotherapy, targeted small molecule therapy, or radiation therapy
             within 2 weeks prior to study Day 1, received a monoclonal antibody within 4 weeks
             prior to study Day 1 or has not recovered from adverse events due to a previously
             administered agent

          -  Has known clinically active central nervous system (CNS) involvement

          -  Has a history of (non-infectious) pneumonitis that required steroids or current
             pneumonitis

          -  Has evidence of interstitial lung disease, active non-infectious pneumonitis, a known
             additional malignancy that is progressing or requires active treatment, an active
             infection requiring intravenous systemic therapy, an active autoimmune disease that
             has required systemic therapy, a known Human Immunodeficiency Virus (HIV), Hepatitis B
             (HBV), or Hepatitis C (HCV) infection

          -  Is pregnant or breastfeeding, or expecting to conceive or father children within the
             projected duration of the trial

          -  Has received prior therapy with an anti-programmed cell death 1 (anti-PD-1),
             anti-programmed cell death ligand 1 (anti-PD-L1), anti-PD-L2, anti-CD137, or
             anti-Cytotoxic T-lymphocyte-associated antigen-4 (CTLA-4) antibody (including
             ipilimumab or any other antibody or drug specifically targeting T-cell co-stimulation
             or checkpoint pathways)

          -  Has known symptomatic congestive heart failure, unstable angina pectoris, or cardiac
             arrhythmia