Inclusion Criteria:

- Have symptomatic and/or progressive MM that was previously treated with at least 1
and no more than 3 prior lines of therapy

- Have measurable disease

- Have given written informed consent prior to any study-specific procedures

- Have adequate organ function

- Treatment with prior autologous transplant is permitted

Exclusion Criteria:

- Are enrolled in or discontinued from a clinical trial of any drug or device within 21
days prior to the first dose of assigned study treatment

- Have had less than a minimal response or have had progressive disease within 60 days
of most recent therapy with a proteasome inhibitor

- Plan to proceed to autologous transplant for consolidation after participation in
this trial

- Have an active infection or ongoing treatment for systemic infection ("ongoing
treatment" does not include prophylactic anti-infectives),, chest x-ray suggestive of
tuberculosis, or history/risk of chronic/latent infection that may reactivate in the
presence of study therapy

- Have any of the following:

- positive test results for human immunodeficiency virus (HIV)

- positive test for hepatitis B, defined as positive for hepatitis B surface
antigen (HBsAg+), OR positive for anti-hepatitis B core antibody AND positive
for hepatitis B deoxyribonucleic acid (HBV DNA), OR positive for anti-hepatitis
B surface antibody (HBsAb+) AND positive for hepatitis B deoxyribonucleic acid
(HBV DNA)

- positive test results for hepatitis C virus (HCV), defined as positive for
hepatitis C antibody (HepCAb) AND confirmed positive via the hepatitis C
recombinant immunoblot assay

- Have had significant allergy to human/humanized monoclonal antibodies that, in the
opinion of the investigator, poses an unacceptable risk to the participants

- Have known hypersensitivity or contraindication to any of the study therapies or
excipients

- Prior allogeneic hematopoietic stem cell transplant

- Prior therapy with experimental agents targeting B-cell activating factor (BAFF),
including LY2127399

- Have corrected QT (QTc) interval >500 millisecond (msec) on baseline 12-lead
electrocardiogram (ECG)

- Have Waldenstrom's macroglobulinemia

- History of malignancy with adequately treated basal cell or squamous cell skin
cancer, in situ cervical cancer, in situ breast cancer, in situ prostate cancer, are
eligible regardless of the time of diagnosis/treatment