Same as Felipe Melo man. That's just what he prefers to be written on his shirt, so that's how people write his name.
It's not a first name-last name arrangement like many other countries.
@CrimsonianKing explained it better, I'll go further:
Name:
Roberto Carlos da Silva Rocha
Ronaldo Luís Nazário de Lima
Romário de Souza Faria
Diego Ribas da Cunha
Roberto Firmino Barbosa de Oliveira
Daniel Alves da Silva
Alex Sandro Lobo Silva
+
Cláudio André Mergen
Taffarel
Gilberto Aparecido da
Silva
Djalma Pereira Dias dos
Santos
Nílton dos
Santos
Nickname:
Marcos Evangelista de Morais
"Cafu"
Ricardo Izecson dos Santos Leite
"Kaká"
Edson Arantes do Nascimento
"Pelé"
Arthur Antunes Coimbra
"Zico"
Mix:
Ronaldo de Assis Moreira
"Ronaldinho" (literally 'little Ronaldo', because of the more famous contemporary)
Jorge Luiz Frello Filho
"Jorginho" (little Jorge)
Jair Ventura Filho
"Jairzinho" (little Jair)
Jorge Henrique Amaral de Castro
"Jorginho Paulista" (little Jorge of São Paulo)
His name is Alex Sandro, not Sandro (A. Sandro).