Television, radio, music are all things that can occupy a baby (they too are different so you have to be patient & often they like alot of variety but some prefer less variety - trial & error).
Also if you have toys I assume some are small, soft, make noises(rattles etc) & that you could hang them from the back of a chair or between 2 bits of furniture (off a strong rope/string) & lay him under these (do the same when he's in his cot) so he can play. Also put things beside him that he can reach for & play with. Attach (sew) some toys on to a blanket with strong sewing & lay him on the blanket (not on top of the toys but in the miffle of them).
He might also enjoy going for walks (park, shops etc) & this could give you some sort of a break as well.
You say he likes to be held, well try putting him on the floor, couch whatever beside you & playing with him with your feet or hands - sort of like tickling & gentle "rough" play. He might also enjoy that & still see it as attention even if not being held. Does he have a baby seat (forget the right name) that he can lay in but be raised abit with his legs going between the straps - it can be rocked by you while your doing things, he can kick his feet & things can also be hung over it for him to play with.
Hope something there helps.
