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Data Layers + Views

I have numerous data object which return a single or list of relevant objects. The problem I have is that I have created a view which is the amalgamation of numerous objects. For example I have

A Task object which has a child collection of Steps
A step can be a number of different types, one being a schedule

I have a view which connects - Task >> TaskStep >> Step >> Schedule.

Is it better to create a new class with the various fields I need or start returning from the top level object and work my way down, this way seems pretty inefficient.
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Most Valuable Expert 2012
Top Expert 2014
It seems inefficient but I think its the logical thing to do.