You will be given intravenous induction chemotherapy every 2 weeks for twelve weeks overall. Each chemotherapy treatment during this induction period includes an overnight hospital stay. During the maintenance period treatment, you will take the study drug lenalidomide, and track your usage in a drug diary, and perhaps an infusion of the study drug nivoumab every 4 weeks for up to twelve times. Study procedures include regular bloods draws, and three lumbar punctures before and during treatment, to to better understand how the new agents - nivolumab and lenalidomide - affect the central nervous system.