see also Picard, v. Connor, 404 U.S. 270, 275, 92 S.Ct. 509, 30 L.Ed.2d 438 (1971). A fair opportunity to consider a claim requires that “all the facts necessary to support the federal claim were before the state courts” and “the habeas petitioner must have fairly presented to the state courts the substance of his federal habeas corpus claim.” Anderson v. Harless, 459 U.S. 4, 6, 103 S.Ct. 276, 74 L.Ed.2d 3 (1982) (quotation marks omitted). Although Jennings established the factual basis to support his Pennj-based prejudice argument, he did not provide the Texas Court of Criminal Appeals with a fair opportunity to consider the substance of his argument — he inserted it in a footnote at the end of his brief. See Bridas SAPIC v. Gov’t of Turkm., 345 F.3d 347, 356 n. 7 (5th Cir.2003) (<HOLDING>). Specifically, Jennings argued that: Had
holding that argument not raised in opening brief is waived holding an argument not raised in opening brief is waived holding that an argument raised only in a footnote of a brief is waived holding that an argument raised for the first time in a reply brief is waived holding that argument raised at oral argument that was not included in brief is waived