Open quantum systems often operate in the non-Markovian regime where a finite history of a trajectory is intrinsic to its evolution. The degree of non-Markovianity for a trajectory may be measured in terms of the amount of information flowing from the bath back into the system. In this study, we consider how information flows through the auxiliary density operators (ADOs) in the hierarchical equations of motion. We consider three cases for a range of baths, underdamped, intermediate, and overdamped. By understanding how information flows, we are able to determine the relative importance of different ADOs within the hierarchy. We show that ADOs sharing a common Matsubara axis behave similarly, while ADOs on different Matsubara axes behave differently. Using this knowledge, we are able to truncate hierarchies significantly, thus reducing the computation time, while obtaining qualitatively similar results. This is illustrated by comparing 2D electronic spectra for a molecule with an underdamped vibration subsumed into the bath spectral density.