We present a physical characterization of MMJ100026.36+021527.9 (a.k.a. ``MAMBO-9), a dusty star-forming galaxy (DSFG) at $z=5.850pm0.001$. This is the highest redshift unlensed DSFG (and fourth most distant overall) found to-date, and is the first source identified in a new 2mm blank-field map in the COSMOS field. Though identified in prior samples of DSFGs at 850$mu$m-1.2mm with unknown redshift, the detection at 2mm 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 $^{12}$CO($J!=$6$rightarrow$5) and p-H$_{2}$O(2$_{1,1}!rightarrow$2$_{0,2}$). MAMBO-9 is comprised of a pair of galaxies separated by 6kpc with corresponding star-formation rates of 590M$_odot$yr$^{-1}$ and 220M$_odot$yr$^{-1}$ total molecular hydrogen gas mass of (1.7$pm$0.4)$times10^{11}$M$_odot$, dust mass of (1.3$pm$0.3)$times10^{9}$M$_odot$ and stellar mass of (3.2$^{+1.0}_{-1.5}$)$times10^{9}$M$_odot$. The total halo mass, (3.3$pm$0.8)$times10^{12}$M$_odot$, is predicted to exceed $>10^{15}$M$_odot$ by $z=0$. The system is undergoing a merger-driven starburst which will increase the stellar mass of the system tenfold in $tau_{rm depl}=40-80$Myr, converting its large molecular gas reservoir (gas fraction of 96$^{+1}_{-2}$%) 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 ($<$1Gyr).
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