I believe he was refering to how Liverpool hold the record for top division titles won and Champions Leagues won in Britain. Or how Liverpool hold the record for biggest Champions League win (8-0 Besiktas).
Plenty of things the most successful British team ever "hold".
Perhaps he was refering as to how Liverpool "hold" the only permanently displayed UEFA Champions League trophy in Britain after winning it a record five times. Or how they're the only British club to have been awarded the UEFA badge of honour.
Hope this answers your question Giggsy me old mucker
