We present a physical characterization of MM J100026.36+021527.9 (a.k.a. "Mambo-9"), a dusty star-forming galaxy (DSFG) at z = 5.850 0.001. This is the highest-redshift unlensed DSFG (and fourth most distant overall) found to date and is the first source identified in a new 2 mm blank-field map in the COSMOS field. Though identified in prior samples of DSFGs at 850 m to 1.2 mm with unknown redshift, the detection at 2 mm prompted further follow-up as it indicated a much higher probability that the source was likely to sit at z > 4. Deep observations from the Atacama Large Millimeter and submillimeter Array (ALMA) presented here confirm the redshift through the secure detection of 12CO(J = 6→5) and p-H2O (21,1 → 20,2). Mambo-9 is composed of a pair of galaxies separated by 6 kpc with corresponding star formation rates of 590 M yr−1 and 220 M yr−1, total molecular hydrogen gas mass of (1.7 0.4) × 1011M , dust mass of (1.3 0.3) × 109M , and stellar mass of ( ) × 109M . The total halo mass, (3.3 0.8) × 1012M , is predicted to exceed 1015M by z = 0. The system is undergoing a merger-driven starburst that will increase the stellar mass of the system tenfold in τdepl = 40−80 Myr, converting its large molecular gas reservoir (gas fraction of ) into stars. Mambo-9 evaded firm spectroscopic identification for a decade, following a pattern that has emerged for some of the highest-redshift DSFGs found. And yet, the systematic identification of unlensed DSFGs like Mambo-9 is key to measuring the global contribution of obscured star formation to the star formation rate density at z 4, the formation of the first massive galaxies, and the formation of interstellar dust at early times ( 1 Gyr).