There's more than one way to move media between Premiere Pro CC and After Effects CC. In this Premiumbeat tutorial, Jason Boone demonstrates the multiple way assets can be copied and pasted between the applications. For example, clips can be copied and pasted from Project panel to Project panel. There are several things that can't be copied and pasted between Premiere Pro CC and After Effects CC, and Jason lists them in the blog post.
After Effects and Premiere Pro are designed to work well with eachother. In this helpful tutorial we'll take a look at how to quickly move assets between the programs. —Jason Boone, Premiumbeat Blog