For some reason, a lot of people aren't aware they have this insurance. A common reason is, you might have had the standard basic state insurance, and based on income or eligibility, they would have switch you to the State Marketplace Insurance. The IRS will reject your return if the Market Place insurance reported coverage to them and issued Form 1095-A.
You will need to contact the Marketplace Health Insurance for additional support, if you think this information is incorrect and/or for a copy of that form.
The link below will redirect you to the IRS website, scroll down until you see Marketplace Contact Information. Locate your state for the contact phone number
The Health Insurance Market Place
