Prototype Board: https://oshpark.com/shared_projects/5epewE3O
Additional info from this forum post: One capacitor is required, between GND and the transformer center taps (connect them together). On the PCB there are 2 capacitors in parallel, 0.1 uF and 1 uF. The larger 1 uF is probably not needed. After designing this PCB I did other tests with a 22 nF (0.022 uF) capacitor which worked fine.
The other 2 parts are between the magjack shield and Teensy GND. Those are optional. Often 1 nF is recommended. TI's documentation also recommended a 1M resistor, so I put 2 parts in parallel on the PCB for the sake of having locations to solder those parts for testing.