Actually, all the newly added items will be inserted at the end of the Items list and this is not dependent on whether there is filtering applied or not. The filtering is indeed not sorted, you can find all the filtered items available in the RadGridView.Items collection.
May I ask you to share some more information on how do you insert new items? When saying you would like to sort by ItemsSource order, do you mean to have the same order of items as in the original bound source collection?
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