I am just starting to learn Cinema 4d, but I do know that you can output alpha mattes from it. I just don't know how. Your disc probably came with a tutorial on how to use C4D with AE and I think that's covered in there.
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In broad strokes, you need to add compositing tags and define object buffers in your C4D project. You'll do a multi-pass render, which renders out the 3D elements as video files and includes alpha mattes as Michael mentioned.
The AEC file is an After Effects composition which includes your light information, camera information, object buffers, and baked video files, re-assembled for further compositing in AE. You can't modify the camera data here, otherwise it will break 3D perspective on your C4D renders, so make sure your camera is animated as you'd like in C4D.
A quick Google search on "Cinema 4D After Effects integration" turns up many tutorials.
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