I am personally never in this situation as I always wear a jersey with pockets, however if I was in your position I might look for a pair of bib shorts that have a pocket in the back used for a race radio or more commonly an MP3 player.

If that is not an option my next suggestion would be a chain around my neck tucked into my shirt. I would only take the absolute necessities like car and/or house key.

l would try a sock in a pinch, money is fine and possibly a single key, but I hate to have anything altering one of the contact points I have with the bike.

Racers put a gel packet or two under their bib shorts on their thighs.

I could also envision using a bicep type MP3 player case.