Serverless platforms offer on-demand computation and represent a significant shift from previous platforms that typically required resources to be pre-allocated (e.g., virtual machines). As serverless platforms have evolved, they have become suitable for a much wider range of applications than their original use cases. However, storage access remains a pain point that holds serverless back from becoming a completely generic computation platform. Existing storage for serverless typically uses an object interface. Although object APIs are simple to use, they lack the richness, versatility, and performance of file based APIs. Additionally, there is a large body of existing applications that relies on file-based interfaces. The lack of file based storage options prevents these applications from being ported to serverless environments. In this paper, we present F3, a file system that offers features to improve file access in serverless platforms: (1) efficient handling of ephemeral data, by placing ephemeral and non-ephemeral data on storage that exists at a different points along the durability-performance tradeoff continuum, (2) locality-aware data scheduling, and (3) efficient reading while writing. We modified OpenWhisk to support attaching file-based storage and to leverage F3's features using hints. Our prototype evaluation of F3 shows improved performance of up to 1.5--6.5× compared to existing storage systems.