According to the [urk=http://www.direct.gov.uk/en/Employment/Employees/Timeoffandholidays/DG_10034711]UK governement[/url], holiday pay is the amount you're paid during your statutory annual leave and contractual annual leave. This is called in French indemnité des congés payés.
But that doesn't exactly fit well in your original sentence. Now, if what's meant is "I have now taken all my paid holidays", you can say: J'ai maintenant pris tous mes jours de congés payés.
