Yes. The MONTAGE is a 32-in/6-out Audio Interface for a Macintosh or Windows computer, it also becomes a MIDI Interface... all via a single USB connection. You connect your monitor speakers to the Main L&R Outputs on the back panel of the MONTAGE. You can route all computer audio through your MONTAGE... it literally becomes your computer’s soundcard, it can take over all Audio and MIDI routing duties. You can record audio at 44.1kHz (32 USB outs), or 48k, 96k or 192kHz (8 USB Outs)

When using this capability to record you will need the Yamaha Steinberg USB ASIO Driver for your computer type and operating system. All MONTAGE downloads can be found by navigating to your regional Yamaha.com site, and navigating to “Synthesizers & Music Production Products” and find the product page for MONTAGE series. There you will find a link to all MONTAGE related downloads (Manuals, firmware, software, free content, etc.).

You can find out about recording with MONTAGE here on YamahaSynth.com:
MONTAGE and Cubase Setup Guide