The Advanced LIGO observatories detected gravitational waves from two binary black hole mergers during their first observation run (O1). We present a high-energy neutrino follow-up search for the second gravitational wave event, GW151226, as well as for gravitational wave candidate LVT151012. We find 2 and 4 neutrino candidates detected by IceCube, and 1 and 0 detected by ANTARES, within $pm500$ s around the respective gravitational wave signals, consistent with the expected background rate. None of these neutrino candidates are found to be directionally coincident with GW151226 or LVT151012. We use non-detection to constrain isotropic-equivalent high-energy neutrino emission from GW151226 adopting the GW events 3D localization, to less than $2times 10^{51}-2times10^{54}$ erg.