Keysight Technologies 3458A Guide D'utilisation page 196

5 Digitizing
Some digitizers have a built-in anti-aliasing low-pass filter with a sharp cutoff at a
frequency equal to 1/2 the digitizer's sampling rate. This limits the bandwidth of
the input signal so that aliasing cannot occur. Since the multimeter has a variable
sample rate for DCV digitizing, and to preserve the upper bandwidth for
high-frequency measurements, no anti-aliasing filter is provided in the
multimeter. If you are concerned about aliasing, you should add an external
antialiasing filter.
196 Keysight 3458A User's Guide