The subsequent coalescence of low--mass halos over cosmic time is thought to be the major formation channel of massive spiral galaxies like the Milky Way and the Andromeda Galaxy (M31). The gaseous halo of a massive galaxy is considered to be the reservoir of baryonic matter persistently fueling the star formation in the disk. Because of its proximity, M31 is the ideal object for studying the structure of the halo gas in great detail. Using the latest neutral atomic hydrogen (HI) data of the Effelsberg-Bonn HI Survey (EBHIS) allows comprising a comprehensive inventory of gas associated with M31. The primary aim is to differentiate between physical structures belonging to the Milky Way Galaxy and M31 and accordingly to test the presence of a M31 neutral gaseous halo. Analyzing the spatially fully sampled EBHIS data makes it feasible to trace coherent HI structures in space and radial velocity. To disentangle Milky Way and M31 HI emission we use a new approach, along with the traditional path of setting an upper radial velocity limit, by calculating a difference second moment map. We argue that M31s disk is physically connected to an asymmetric HI halo of tens of kpc size, the M31 cloud. We confirm the presence of a coherent low-velocity HI filament located in between M31 and M33 aligned at the sky with the clouds at systemic velocity. The physical parameters of the HI filament are comparable to those of the HI clouds at systemic velocity. We also detected an irregularly shaped HI cloud that is is positionally located close to but offset from the stellar body of And XIX.