Caller threatened penalty if I didnt buy their Insurance by Sunday 15th 2015 .

I just ignored it. Don't know what it was but I do know it's not legit.

This call is from getcoveredamerica.org/enrollamerica.org.  Since they're a 501(c)(3) organization, they're probably covered by the charitable organization exemption from the Do Not Call law. Their contact information is:

Enroll America
1201 New York Avenue, N.W., Suite 1100
Washington, DC, 20005-6100
202-737-6340

Anne E. Filipic, Project Director
AnneF@enrollamerica.org

Chris Wyant, Project Director
CWyant@enrollamerica.org

Spam for enrollamerica.org for health insurance.