Still gotta fill out the Form 4470, though, don't you??
Yes, you have to fill out the Form 4473. However, this form is KEPT buy the gunstore, to be stored up to 10 years in a fireproof container. ATF, at least now, cannot on a wholesale basis ask for them unless there is a crime that has been committed with a weapon that has been traced from the manufacturer back to that store. They then only have the right to get the Forms 4473 for the purchaser of that firearm.
The ATF has been known to have their agents go to a gunstore and ask for copies of them, but the smart gunstore owners tell them to go get effed, unless they have a warrant for a specific firearm.