Can I use FBA, but not their storage ?

Hello! New here. Just about to sign up as a seller. I have read that you can fulfil by Amazon or I can fulfil items myself. But if I use the fulfilment by Amazon, do I have to have my stock sent to their storage in order for them to ship for me? I’d like to use their service for customer service and returns etc, but I’m reluctant to have them have my stock. Is there a way round this?