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While so far no characterization of the existence of hypercyclic subspaces in the case of Fr\\'{e}chet spaces is known, we succeed to obtain a characterization of sequences $(T_n)$ possessing hereditarily hypercyclic subspaces along $(n_k)$, under the assumption that the sequence $(T_n)$ satisfies the Hypercyclicity Criterion along $(n_k)$. 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