Here you go:
Federal Reserve System Audited Annual Financial Statements
Want to know what securities they've bought? Look here:
System Open Market Account Holdings of Domestic Securities
There's a lot more information available about their operations.
Is there something in particular you want to see from an "audit" that isn't already out there?
Apparently there are some quite material things not included in the Fed’s internal audits.
http://www.campaignforliberty.org/audit-fed/