MLG HAS TCASII RA DURING CLB. TURNS LEVELS AS EVASIVE ACTION.

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AT 16000 FT ON CLBOUT ATC (ZFW 132.02) ADVISED TFC AT 12 O'CLOCK 12 MI A CESSNA LEVEL AT FL175 AND CLRED US 'DIRECT QUITMAN (UIM VOR) CLB TO FL190.' WE ADVISED THAT WE DID NOT HAVE TFC AND ATC THEN CLRED US TO CLB TO FL230. WE STILL DID NOT HAVE TFC AND THE SAME TIME RECEIVED A TCASII TA THAT IMMEDIATELY CHANGED TO A TCASII RA. TFC SHOWED ON TCASII AT 12 O'CLOCK PLUS 6. I HAD HELD UP MY CLB DUE TO UNEASE WITH THE CLRNC SO I LEVELED OFF AT FL170 AND TURNED R 30 DEGS; AND SO ADVISED ATC. THE FO SAW THE TFC PASS OFF OUR L ABOUT 2 MI AND 500 FT ABOVE. I NEVER HAD TIME TO LOOK AS I WAS CONCENTRATING ON FLYING THE ACFT. WHILE WE MAY HAVE CLBED OVER THE TFC AND WHILE WE MAY HAVE PASSED OFF TO THE R WITHOUT THE TURN; THE SIT WAS EXTREMELY UNCOMFORTABLE FOR BOTH ME AND THE FO. CTR SEEMED TO BE UNCONCERNED. I DON'T KNOW IF HE WAS COUNTING ON OUR TCASII; BUT I DON'T CONSIDER IT TO BE A TFC DIRECTOR. SMALL SINGLE ENG ACFT ARE TOUGH ENOUGH TO SEE ANY TIME; AND WE NEVER DID GET A VISUAL UNTIL CPA. TCASII WORKED GREAT; ATC WORKED POORLY.