Sorting columns in a Record Type

How can i exclude null values from my sorting?

For example, I want to sort this column. It should read

Babe Ruth, Joe Frazier, Larry Bird, Michael Jordan, Usain Bolt

and the other way

Usain Bolt, Michael Jordan, Larry Bird, Joe Frazier, Babe Ruth

 

But it displays with the nulls at the top. Why would I want to see the nulls in the sort.

 

 

Thanks,

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