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.
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