She gave him every yen she had on her at the time.

Literal

She [topic-は] that-time was-carrying all [genitive-の] money [object-を] him [recipient-に] gave.

A complex relative clause modifying お金: その時持っていたすべての ('all that [she] had at the time') is built up from 持っていた (past progressive 'was holding/carrying') + すべての ('all of'). The verb あげる ('to give') points outward from the speaker's in-group — part of the three-way giving/receiving system (やる/あげる/差し上げる, with ~てもらう / ~てくれる on the receiving side) that encodes whose perspective the action favors. すべての intensifies the gesture — emptying her purse entirely.