TDB and HoW are the only DLCs that will transfer when upgrading. TTK will not as it isn't covered by the upgrade program.
You will need to purchase TTK again to continue playing. Also, all your items from TTK will still be there but you just won't be able to use it.
More information here:
https://www.bungie.net/en/help/article/12122
English
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Edited by Gr8er than u m8: 3/3/2016 4:41:45 AMOh, thanks. Do you have any idea why? And how do I transfer TDB and HoW?
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To transfer TDB and HoW, you just sign in with the same account from your previous console. As for why it won't transfer, it's because it was never advertised to transfer in the first place.