If $a_n$ has no subsequence which is bounded below, then $$\forall\alpha\in\mathbf R\space \forall N \space \exists n > N(a_n<\alpha) $$ for if not, the sequence $a_N,a_{N+1},\dots$ would be bounded below by $\alpha$. So for every $\alpha$ we can construct a subsequence whose sup is less than $\alpha$, and from there you should have plain sailing.