That probably won't come as a surprise to his teammates and manager, considering he's as low-key as they come.
The right-hander simply doesn't want to talk about himself, leaving others to speak for him.
"To have the record here is pretty impressive," manager Joe Maddon said after the Cubs' 4-1 win over the Pittsburgh Pirates. "He's a pitcher. He has a starting pitcher's mentality as a closer. He has weapons for righties or lefties. It doesn't matter the hitter. Good for him because that [record] will probably last for a while."
Ryan Dempster had the previous Cubs record, set over the 2005 and '06 seasons.
Davis, meanwhile, is now 27-for-27 in save attempts this season, and according to ESPN Stats & Information, he's the only pitcher in the majors (among 49 who have three or more saves) who hasn't blown one in 2017.
His success comes back to that starting pitching mentality his manager mentioned. Tuesday's winner, Jake Arrieta, concurred.
"He's a very unique closer in the sense that he's got four pitches that he can pretty much utilize at any time," Arrieta said. "That's rare to see from a guy that pitches in the ninth inning. Most of them are one- and two-pitch guys. That allows him to do a lot more than most can in his position."
Davis is set to be a free agent this offseason after coming over in the deal that sent struggling outfielder Jorge Soler to the Kansas City Royals. He's letting his pitching do the talking for him while helping the Cubs to first place in the National League Central.