I made it,
dist = tfd.Mixture(
cat=tfd.Categorical(probs=[0.44, 0.42, 0.14]),
components=[
tfd.Deterministic(-1.),
tfd.MixtureSameFamily(
mixture_distribution=tfd.Categorical(probs=[0.2,0.2,0.2,0.2,0.2]),
components_distribution=tfd.Normal(
loc=[-0.9, -0.5, 0., 0.5, 0.9],
scale=[0.1, 0.1, 0.1, 0.1, 0.1]
)
),
tfd.Deterministic(1.)
])