  We construct a new sample of ~1700 solar neighbourhood halo subdwarfs from
the Sloan Digital Sky Survey, selected using a reduced proper motion diagram.
Radial velocities come from the SDSS spectra and proper motions from the
light-motion curve catalogue of Bramich et al. (2008). Using a photometric
parallax relation to estimate distances gives us the full phase-space
coordinates. Typical velocity errors are in the range 30-50 km/s. This halo
sample is one of the largest constructed to-date and the disc contamination is
at a level of < 1 per cent. This enables us to calculate the halo velocity
dispersion to excellent accuracy. We find that the velocity dispersion tensor
is aligned in spherical polar coordinates and that (sigma_r, sigma_phi,
sigma_theta) = (143 \pm 2, 82 \pm 2, 77 \pm 2) km/s. The stellar halo exhibits
no net rotation, although the distribution of v_phi shows tentative evidence
for asymmetry. The kinematics are consistent with a mildly flattened stellar
density falling with distance like r^{-3.75}. Using the full phase-space
coordinates, we look for signs of kinematic substructure in the stellar halo.
We find evidence for four discrete overdensities localised in angular momentum
and suggest that they may be possible accretion remnants. The most prominent is
the solar neighbourhood stream previously identified by Helmi et al. (1999),
but the remaining three are new. One of these overdensities is potentially
associated with a group of four globular clusters (NGC5466, NGC6934, M2 and
M13) and raises the possibility that these could have been accreted as part of
a much larger progenitor.
