I want to invest in this index fund. Various websites mention Uhlmann
Price Securities as the selling group manager. I have never heard of
them.

What incremental material financial risks/cost/fees, if any, do I take
if I invest in the index via them vs. another financial institution
that sells the index (e.g. BofA)?

I would suggest going to look at their web site www.upsecurities.com
to review the history of Uhlmann Price Securities LLC. It seems a well
established group of individuals. They are also mentioned on the 1st
page of the prospectus as well as the Selling Group Manager.

The fees are the same if you invest with Uhlmann Price or another bank
or brokerage house, but the main consideration is there are very few
institutions other than Uhlmann that you can buy the fund through. My
thought is that as the selling group manager they would be very
qualified to review.

I suggest you call the firm at their Chicago office and ask all your
questions directly until you are satisfied.
I do not work for Uhlmann Price or any brokerage firm for that matter