Additional Study Information: The purpose of this study is to find out, good and/or bad, the effects of the investigational drug, Imprime PGG, when given together with pembrolizumab (also known as Keytruda, a type of checkpoint inhibitor) in the treatment of your type of cancer. Checkpoint inhibitors are a type of immunotherapy that block immune checkpoint proteins from binding with partner proteins. An investigational drug (study drug) is one that is not approved by the United States Food and Drug Administration (FDA). Imprime PGG is a glucan. Glucans are molecules that are not normally present in your body. Imprime PGG when given with pembrolizumab may help the immune system to better fight your type of cancer. Pembrolizumab is already approved by the FDA when given alone or in combination with other treatments for many types of cancer including, but not limited to melanoma; lung cancers; head and neck cancer; gastric, esophageal, and liver cancers; several types of blood cancer; and Triple Negative Breast Cancer (TNBC). The combination of these drugs used in this study is investigational. This combination has not been approved by the FDA and neither pembrolizumab nor Imprime PGG are approved therapies for hormone receptor-positive breast cancer.