For more information regarding Bristol-Myers Squibb Clinical Trial participation, please visit www.BMSStudyConnect.com Inclusion Criteria: - Histological and cytological confirmation of adenocarcinoma of the breast - Documented HER2 negative and estrogen receptor positive status - ER negativity defined as < 1% of tumor cells expressing hormonal receptors via IHC analysis - Metastatic disease or locoregionally recurrent disease in participants that have had 1 - 3 prior regimens for the treatment of metastatic disease, including endocrine therapy or chemotherapy - At least one measureable lesion, as per Response Evaluation Criteria in Solid Tumors version 1.1 (Recist 1.1) - Sufficient tumor tissue (>_ 20mm^3) obtained from metastatic or locoregionally recurrent tumor lesions during the screening period prior to first study dose - ECOG performance of 0 or 1 - Women of childbearing potential (WOCBP) must have a negative serum or urine pregnancy test and not be breastfeeding Exclusion Criteria: - Any significant acute or chronic medical disease including autoimmune diseases, type I diabetes mellitus, hyperthyroidism, chronic hepatitis, or skin disorders - HER2-positive status or a negative/unknown ER status - Allergy or hypersensitivity to any study drugs or their excipients - Any major surgery within 4 weeks of study drug administration - History of unstable or deteriorating cardiac disease, myocardial infarction or stroke - Any other sound medical, psychiatric and/or social reason as determined by the investigator - Prior therapy with anit-PD-1, anti-PD-L1 or anti-CTLA-4 antibody - Participants with a condition requiring systemic treatment or other immunosuppressive medications - Evidence of organ dysfunction or any clinically significant deviation from normal - Positive urine screen for drugs of abuse - Positive blood screen for HIV-1 and -2 antibody Other protocol defined inclusion/exclusion criteria could apply