Inclusion Criteria:

          -  Patients must be:

               -  Hormone receptor (HR) negative and HER-2 negative (triple negative breast cancer
                  [TNBC]) metastatic breast cancer and have not received prior chemotherapy for
                  metastatic disease

               -  Demonstrated HER-2 negative MBC (0 or 1+ by immunohistochemistry [IHC] or
                  non-amplified by fluorescence in situ hybridization [FISH]) according to American
                  Society of Clinical Oncology (ASCO)/College of American Pathologists (CAPA)
                  guidelines

          -  Patients must be CTC positive (defined as CTCs >= 5)

          -  Have measurable disease based on RECIST 1.1

          -  Be willing to provide archival tissue (if available) for correlative studies

               -  Note: The archived tumor tissue specimens may be from metastatic tumor specimen
                  (first choice); in alternative, we can consider tissue from prior surgery or from
                  prior diagnostic biopsy (second choice); unavailability of archived tissue will
                  not render subject ineligible for study

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

          -  Demonstrate adequate organ function, all screening labs should be performed within 14
             days prior to registration

          -  Absolute neutrophil count (ANC) >= 1,500 /mcL

          -  Platelet >= 100,000 / mcL

          -  Hemoglobin >= 9 g/dL or >= 5.6 mmol/L without transfusion or erythropoietin (EPO)
             dependency (within 7 days of assessment)

          -  Serum creatinine =< 1.5 X upper limit of normal (ULN) OR measured or calculated
             creatinine clearance (glomerular filtration rate [GFR] can also be used in place of
             creatinine or creatinine clearance [CrCl]) >= 60 mL/min for subject with creatinine
             levels > 1.5 X institutional ULN

          -  Serum total bilirubin =< 1.5 X ULN OR direct bilirubin =< ULN for subjects with total
             bilirubin levels > 1.5 ULN

          -  Aspartate aminotransferase (AST) (serum glutamic oxaloacetic transaminase [SGOT]) and
             alanine aminotransferase (ALT) (serum glutamate pyruvate transaminase [SGPT]) =< 2.5 X
             ULN OR =< 5 X ULN for subjects with liver metastases

          -  Albumin >= 2.5 mg/dL

          -  International normalized ratio (INR) or prothrombin time (PT) =< 1.5 X ULN unless
             subject is receiving anticoagulant therapy as long as PT or partial thromboplastin
             time (PTT) is within therapeutic range of intended use of anticoagulants

          -  Activated partial thromboplastin time (aPTT) =< 1.5 X ULN unless subject is receiving
             anticoagulant therapy as long as PT or PTT is within therapeutic range of intended use
             of anticoagulants

          -  Female subject of childbearing potential (FOCBP) should have a negative urine or serum
             pregnancy within 7 days prior to registration; and must be repeated within 3 days (72
             hours) prior to first dose of study drug; if the urine test is positive or cannot be
             confirmed as negative, a serum pregnancy test will be required

               -  (Note: A FOCBP is any woman [regardless of sexual orientation, having undergone a
                  tubal ligation, or remaining celibate by choice] who meets the following
                  criteria:

                    -  Has not undergone a hysterectomy or bilateral oophorectomy

                    -  Has had menses at any time in the preceding 12 consecutive months [and
                       therefore has not been naturally postmenopausal for > 12 months])

          -  Female subjects of childbearing potential must be willing to use an adequate method of
             contraception as outlined in the appendices; contraception must be used for the course
             of the study through 120 days after the last dose of study medication

               -  Note: Abstinence is acceptable if this is the usual lifestyle and preferred
                  contraception for the subject

          -  Male subjects should agree to use an adequate method of contraception starting with
             the first dose of study therapy through 120 days after the last dose of study therapy

               -  Note: Abstinence is acceptable if this is the usual lifestyle and preferred
                  contraception for the subject

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

        Exclusion Criteria:

          -  Histologically or cytologically confirmed HER2-positive (3+ by IHC or non-amplified by
             FISH) according to ASCO/CAP guidelines

          -  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 < or equal to 28 days of registration

          -  Has a diagnosis of immunodeficiency or is receiving systemic steroid therapy or any
             other form of immunosuppressive therapy =< 7 days prior to registration

          -  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 baseline) from adverse events
             (AEs) due to agents administered more than 28 days earlier

          -  Has had prior chemotherapy, targeted small molecule therapy, or radiation therapy
             within 14 days prior to registration or who has not recovered (i.e., =< grade 1 or at
             baseline) from AEs due to a previously administered agent

               -  Note: Subjects with =< grade 2 neuropathy are an exception to this criterion and
                  may qualify for the study

          -  If subject received major surgery, they must have recovered adequately from the
             toxicity and/or complications from the intervention prior to starting therapy

          -  Has known additional malignancy that progressed or required treatment within last 5
             years; exceptions include basal cell carcinoma of the skin or squamous cell carcinoma
             of the skin that has undergone potentially curative therapy or in situ cervical cancer
             that has been adequately treated

          -  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 28 days prior
             to registration 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 registration; this exception does not include known 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 (e.g., thyroxine, insulin, or physiologic corticosteroid
             replacement therapy for adrenal or pituitary insufficiency, etc.) is not considered a
             form of systemic treatment

          -  Patients who have evidence of active, noninfectious pneumonitis or have a history of
             severe pneumonitis that required treatment with steroids are not eligible for this
             study

          -  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-PD-1, anti-PD-L1, or anti-PD-L2 agent

          -  Has a known history of human immunodeficiency virus (HIV) (HIV 1/2 antibodies)

          -  Has known active hepatitis B (e.g., hepatitis B virus surface antigen [HBsAg]
             reactive) or hepatitis C (e.g., hepatitis C virus [HCV] ribonucleic acid [RNA]
             [qualitative] is detected)

          -  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