You can wear a fanny pack like this one (I actually have it for trade on my trades list)
Pin 17952 WDW - Pin Hip Bag
It has a compartment to put loose pins in or other items and the front pocket unzips and has pages in it to pin your pins onto like a pin book. I used it before and I would have loose trader pins in the one pocket and If I traded for a pin that I wanted then I would trade off of my lanyard and put the pin that I wanted on one of the pages in the fanny pack and replenish my lanyard with the loose trader pins in the other pocket.
Now I just carry a small backpack so I can carry a few more items like "More pins" and souvenirs!
Here's another one that goes over the shoulder: