We study SN 2006oz, a newly-recognized member of the class of H-poor, super-luminous supernovae. We present multi-color light curves from the SDSS-II SN Survey, that cover the rise time, as well as an optical spectrum that shows that the explosion occurred at z~0.376. We fitted black body functions to estimate the temperature and radius evolution of the photosphere and used the parametrized code SYNOW to model the spectrum. We constructed a bolometric light curve and compared it with explosion models. The very early light curves show a dip in the g- and r-bands and a possible initial cooling phase in the u-band before rising to maximum light. The bolometric light curve shows a precursor plateau with a duration of 6-10 days in the rest-frame. A lower limit of M_u < -21.5 can be placed on the absolute peak luminosity of the SN, while the rise time is constrained to be at least 29 days. During our observations, the emitting sphere doubled its radius to 2x10^15 cm, while the temperature remained hot at 15000 K. As for other similar SNe, the spectrum is best modeled with elements including O II and Mg II, while we tentatively suggest that Fe III might be present. We suggest that the precursor plateau might be related to a recombination wave in a circumstellar medium (CSM) and discuss whether this is a common property of all similar explosions. The subsequent rise can be equally well described by input from a magnetar or by ejecta-CSM interaction, but the models are not well constrained owing to the lack of post-maximum observations, and CSM interaction has difficulties accounting for the precursor plateau self-consistently. Radioactive decay is less likely to be the mechanism that powers the luminosity. The host galaxy, detected in deep imaging with the 10 m GTC, is a moderately young and star-forming, but not a starburst, galaxy. It has an absolute magnitude of M_g = -16.9.
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