Evaluation of Pembrolizumab in Lymphopenic Metastatic Breast Cancer Patients Treated With Metronomic Cyclophosphamide

Inclusion Criteria: * Female patient\>=18 years of age on day of signing informed consent. * Histologically proven HER2-negative metastatic breast cancer. HER2-negativity is defined as immunohistochemistry (IHC) score 0, 1+ or 2+ and fluorescent in situ hybridization (FISH) negative or just FISH negative, whichever was performed. * Patient previously treated with at least one prior line of standard chemotherapy either in the adjuvant setting or in the metastatic setting. Patients may be included in the first line metastatic setting if they have received anthracycline and/or taxane-based therapy in the neoadjuvant/adjuvant setting. Note: Patients with ER-positive tumors must have received at least one prior endocrine therapy, either in the adjuvant setting or in the metastatic setting. * Documented lymphopenia defined by at least one value of lymphocyte count \< 1.5 G/L within 15 days before treatment start (C1D1) and following at least 15 days since the last administration of chemotherapy. * Biopsiable disease i.e. at least one lesion with a diameter ≥ 10 mm, visible by medical imaging and accessible to percutaneous sampling. * Patient willing to undergo 2 tumor biopsies (at inclusion and at C3D1). * Eastern Cooperative Oncology Group (ECOG) Performance Status (PS) 0, 1 or 2 and minimum life expectancy of 24 weeks. * Documented radiological disease progression at time of study entry. * At least one measurable lesion according to RECIST 1.1. * Adequate end organ and marrow function as defined below: all screening labs should be performed within 3 days before treatment start (C1D1). Hematological Laboratory Values Absolute neutrophil count (ANC) ≥ 1.5G/L Platelets ≥ 100G/L Hemoglobin ≥ 9 g/dL or ≥ 5.6 mmol/L (without transfusion within 7 days of assessment) Renal Laboratory Values Serum creatinine ≤ 1.5 X upper limit of normal (ULN) or Calculated creatinine clearance as per MDRD or CKD-EPI formula ≥ 60 mL/min /1.73m2 Hepatic Laboratory Values Serum total bilirubin ≤ 1.5 X ULN or Direct bilirubin ≤ ULN for subjects with total bilirubin levels \> 1.5 ULN AST (SGOT) and ALT (SGPT) ≤ 2.5 X ULN (up to 5 ULN may be tolerated in case of liver metastasis) Albumin ≥ 25 g/L Coagulation Laboratory Values International Normalized Ratio (INR) ≤ 1.5 ULN Ratio of activated Partial Thromboplastin Time (aPTT) ≤ 1.5 ULN * Absence of prior significant treatment-related toxicity i.e. treatment-related toxicity \> Grade 1 as per CTCAE v4.03, except grade 2 alopecia, grade 2 neuropathy and biological values as described in I10. * Women of child-bearing potential must have a negative serum pregnancy test within 3 days before C1D1. * Women of child-bearing potential must agree to use 2 effective forms of contraception from the time of the negative pregnancy test up to 120 days after the last dose of study drugs. * Patient should understand, sign, and date the written voluntary informed consent form at the screening visit prior to any protocol-specific procedures performed. Patient should be able and willing to comply with study visits and procedures as per protocol. * Patients must be covered by a medical insurance. Exclusion Criteria: * Previously treated with more than 3 prior lines of chemotherapy in the metastatic setting * Has previously received therapy with an anti-programmed cell death 1 (PD-1), anti-programmed cell death 1 ligand 1(PD-L1), anti-PD-L2, anti-CD137 antibody, or anti-cytotoxic T-lymphocyte-associated antigen-4 (CTLA-4) antibody. * Presenting any contraindication to cyclophosphamide treatment including known hypersensitivity to cyclophosphamide, inflammation of the bladder (cystitis), urinary outflow obstruction or active infection. * Requiring the use of concomitant medications defined as forbidden in the SPC of cyclophosphamide. * Hypersensitivity to pembrolizumab or any of its excipients. * Has a known history of active Bacillus Tuberculosis. * Prior treatment with: * any investigational agent within 4 weeks before C1D1 (or 5 half-lives whichever is shorter with a minimum of 2 weeks); * any systemic corticosteroids at doses higher than 10 mg/d of prednisolone or equivalent or immunosuppressive agent within 4 weeks before C1D1; * any monoclonal antibody within 4 weeks before C1D1; * any chemotherapy, targeted small molecule therapy, radiation therapy, or surgery within 2 weeks prior to C1D1. Note: If a patient underwent a major surgical procedure, they must have adequately recovered from the toxicity (i.e. wound healing) and/or complications from the intervention prior to starting therapy. \* any 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. * Has a known additional malignancy that is progressing or requires active treatment. Exceptions include basal cell carcinoma of the skin, squamous cell carcinoma of the skin, or in situ cervical cancer that has undergone potentially curative therapy. * Has known active central nervous system (CNS) metastases and/or carcinomatous meningitis. Patients with previously treated brain metastases may participate provided they are stable (without evidence of progression by imaging for at least four weeks prior to C1D1 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 28 days prior to C1D1. 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 3 months or a documented history of clinically severe autoimmune disease, or a syndrome that requires systemic steroids at doses higher than 10 mg/d of methylprednisolone or equivalent or immunosuppressive agents. Note: Patients with vitiligo or resolved childhood asthma/atopy would be an exception to this rule. Patients that require intermittent use of bronchodilators or local steroid injections would not be excluded from the study. Patients with hypothyroidism stable on hormone replacement or Sjorgen's syndrome will not be excluded from the study. * Has an history of (non-infectious) pneumonitis that required steroids, evidence of interstitial lung disease or active non-infectious pneumonitis. * 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 children within the projected duration of the trial, starting with the screening visit through 120 days after the last dose of trial treatment. * Has a known history of Human Immunodeficiency Virus (HIV) (HIV 1/2 antibodies) or active Hepatitis B (e.g., HBsAg reactive) or Hepatitis C (e.g., HCV RNA \[qualitative\] is detected).