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The trio have reportedly auditioned for parts in the Brad Bird-directed spy sequel and will move further into the casting stages hoping to secure a role opposite Tom Cruise.
It is unclear if the actors are competing against each other or in line for different roles in Ethan Hunt's IMF (Impossible Missions Force) team.
Mackie had a starring role in Oscar-winning war drama The Hurt Locker, Egan recently appeared opposite Amanda Seyfried in Letters To Juliet and Zegers can soon be seen in thriller Frozen.
Cruise, Simon Pegg and Ving Rhames are the only returning franchise cast members confirmed so far, while The Girl With The Dragon Tattoo star Noomi Rapace has been linked with a part in the movie.
Paramount plans to release Mission: Impossible 4 in December 2011.
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