This Kansas City Royals rumor comes from @FanRagSports writer John Perrotto, who also worked for Baseball Prospectus and Baseball America:
This tweet was followed by a number of reports about an actual Davis/Cain deal that cited a fake Ken Rosenthal Twitter account:
Source: #Royals‘ Cain and Davis heading to #STLCards for Wong, Bader and 2 more prospects. Details coming.
— Ken Rosenthal (@ken__r0senthal) December 6, 2016
If Perrotto’s report (the first tweet) is accurate, then the KC Royals might not be all that thrilled with any of their current candidates for the second base job (Whit Merrifield, Christian Colon, and Cheslor Cuthbert).