To be honest, I don't have any money on me at all.

Literal

True [possessive-の] thing [object-を] say [conditional-と], at-all money [object-を] have-on-hand not.

持ち合わせる ('to have on hand, to have with oneself at the moment') is a specific verb for what you're currently carrying — distinct from 持っている (general possession). 全然 ('not at all') intensifies the negation. An apologetic confession.