From the Bureau of Alcohol, Tobacco, and Firearms (ATF) Website:
This report presents data drawn from a number of ATF reports and records in one comprehensive document. It also provides comparative data from as far back as 1975 for context, analyses of trends over the years, and a fuller picture of the state of firearms commerce in the United States today.
Direct to 2015 Report on Firearms Commerce in the U.S. (22 pages; PDF)
See Also: 2015 Summary: Firearms Reported Lost and Stolen (6 pages; PDF)
Federal firearms licensees (FFLs) must report to ATF each missing, lost, or stolen firearm within 48 hours of discovery of the loss or theft by completing and forwarding a Federal Firearms Licensee Theft/Loss Report. In addition, the FFL must also report the firearm theft or loss to the appropriate local law enforcement agency.