Rituximab, Lenalidomide, and Nivolumab in Treating Participants With Relapsed or Refractory Non-Germinal Center Type Diffuse Large B Cell Lymphoma or Primary Central Nervous System Lymphoma

PRIMARY OBJECTIVES: I. Determine the maximum tolerated dose and toxicity profile of lenalidomide in combination with standard doses of rituximab and nivolumab in relapsed/refractory (R/R) diffuse large B cell lymphoma (DLBCL) (non-germinal center B cell \[non-GCB\]) and in primary central nervous system (CNS) lymphoma (PCNSL) (Phase I). II. Evaluate the efficacy of lenalidomide in combination with standard doses of rituximab and nivolumab in R/R non-GCB type DLBCL and PCNSL (Phase II). SECONDARY OBJECTIVES: I. To assess the safety and tolerability of nivolumab when combined with lenalidomide and rituximab. II. To determine the time to progression (complete response, partial response or stable disease), progression free survival (PFS) and overall survival (OS). III. To evaluate the difference in overall response rate between those with and without programmed cell death ligand 1 (PD-L1) protein expression in tumor (subgroup analysis). IV. To evaluate the difference in overall response rate between those with and without MYD88 mutation in tumor (subgroup analysis). EXPLORATORY OBJECTIVES: I. To perform PD-L1, PD-1 expression on tumor cells by immunohistochemistry including double staining for PAX-5 and PD-L1 and CD68 and PD-L1, CD3/CD4/CD8 for T cell infiltration, CD68 for tumor associated macrophages. II. To assess for presence of MYD88 L265 mutation by allele specific polymerase chain reaction (PCR) in tumor tissue and /or cerebrospinal fluid (CSF) (where lumbar puncture is clinically performed). III. To perform fluorescence in situ hybridization (FISH) for 9p24.1/ PD-L1/PD-L2 locus. IV. To evaluate MYD88 PCR on CSF (where available). V. To perform gene expression panel for tumor immune response in tumor samples (prioritizing cases in which a second serial biopsy is available). OUTLINE: This is a phase I, dose-escalation study of lenalidomide followed by a phase II study. Participants receive nivolumab intravenously (IV) over 60 minutes on days 1 and 15, rituximab IV on day 1, and lenalidomide orally (PO) once daily (QD) on days 1-21. Treatment repeats every 28 days for up to of 8 courses in the absence of disease progression or unacceptable toxicity. Patients with partial response (PR) or stable disease at the end of 8 cycles will be offered lenalidomide and nivolumab maintenance for up to 12 courses. After completion of study treatment, participants are followed up every 3 months for 2 years and then every 6 months until year 4.