Parsing locally stored HTML files
I don't know if this would be significant, but a first suggestion would be to replace the relatively costly re operation with the basic string operationitem['name'].endswith("AuditFeesExpenses").

Another possible suggestion, based on @Dex'ter's comment would be to change the stdout redirection into a regular .write() on the output file.

But what I'd really recommend is to profile the script to figure out the hot spots. I suspect that the bottleneck is within BeautifulSoup, and if that's the case, (given that you're only searching for a substring and not parsing) perhaps you could find an alternative search method.