In underdoped cuprate superconductors, the Fermi surface undergoes a reconstruction that produces a small electron pocket, but whether there is another, as yet, undetected portion to the Fermi surface is unknown. Establishing the complete topology of the Fermi surface is key to identifying the mechanism responsible for its reconstruction. Here we report evidence for a second Fermi pocket in underdoped YBa2Cu3Oy, detected as a small quantum oscillation frequency in the thermoelectric response and in the c-axis resistance. The field-angle dependence of the frequency shows that it is a distinct Fermi surface, and the normal-state thermopower requires it to be a hole pocket. A Fermi surface consisting of one electron pocket and two hole pockets with the measured areas and masses is consistent with a Fermi-surface reconstruction by the charge-density-wave order observed in YBa2Cu3Oy, provided other parts of the reconstructed Fermi surface are removed by a separate mechanism, possibly the pseudogap.