Factuality assesses the extent to which a language utterance relates to real-world information; it determines whether utterances correspond to facts, possibilities, or imaginary situations, and as such, it is instrumental for fact checking. Factuality is a complex notion that relies on multiple linguistic signals, and has been studied in various disciplines. We present a complex, multi-faceted annotation scheme of factuality that combines concepts from a variety of previous works. We developed the scheme for Hebrew, but we trust that it can be adapted to other languages. We also present a set of almost 5,000 sentences in the domain of parliamentary discourse that we manually annotated according to this scheme. We report on inter-annotator agreement, and experiment with various approaches to automatically predict (some features of) the scheme, in order to extend the annotation to a large corpus.