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Simply put: they can't be sorted. Therefore you will have to change the numbers. There are two ways.

**Create conditions to sort by numbers**

If the prefix is always *F-* you can move the prefix into cell formatting and keep only the number as the cell's value. For example, apply a *Custom* cell format like

*"F-"00000* to the cell and enter only the number. E.g. if you enter 381 in the cell it will be displayed as F-00381. You can change your existing data using a formula like =ABS(MID(A2,3,10)) which would extract the number, discarding the "F-". The ABS() function will both, convert the extracted string to a number and do away with occasional negative results that might be caused by stray blank spaces in the number field.
**Create conditions to sort by text**

If you have different prefixes or must prepare for having them in the future thre numbers must be changed to text. Use a formula like ="F-" & TEXT(ABS(MID(A2,3,10)),"00000") which will convert the existing number to a sortable string.