The correct answer is: E. No error.
The sentence is grammatically correct. The word “while” is used to introduce a clause that describes an action that is happening at the same time as another action. The word “through” is used to indicate that the speaker is looking at something from beginning to end. The word “yesterday” indicates that the action happened in the past. The word “find” is used to indicate that the speaker discovered something. The word “several” indicates that there were more than two factual mistakes. The word “factual” indicates that the mistakes were based on facts.
The sentence could be improved by adding more detail. For example, the speaker could say “While going through the report yesterday, I found several factual mistakes in the section about the company’s financial performance.”