Are both of you no longer claimed as dependents on his return? If you are not claimed as dependents on his return, then yes, you both would enter your dad as the other policy holder. Your father will only need to list one of you as the other person sharing the policy. As you stated, he can claim 100% while you and your brother enter 0%.
If you are dependents on your dads return, then you would not need to enter the 1095-A on your returns.
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