Sure is! Add your comp to the AE Render Queue. For the Output Module, pick a good codec like Photo JPEG or RroRes 422. Under the Channel dropdown, Pick Alpha. Then render. The result: a B&W movie where black is transparent, white is opaque, and gray is semi-opaque.
Yes, but outputting alpha only requires a separate file output. So instead of one image sequence per 4 mattes, I have to deal with two.
My original question was getting four mattes in one image sequence (RGBA).
Hmm... you mean four channels in one image, right? Red channel, green channel, blue channel and alpha channel.
"Four mattes" implies that you'd have RBG+A+B+C+D which exists in some graphics formats (and while it could exist in a video format, I've never seen it).
Try setting your Output Module to the "Lossless with Alpha" template and report back if this is what you're looking for.
The trick to getting RGB+A is to pick a CODEC that supports the "+A". So, Animation, Apple ProRes 4444, etc.