For more than a decade, searches for common sources of gravitational-waves (GWs) and astrophysical neutrinos have returned null results. With the open public alerts of LIGO-Virgo during their third observing run O3 in 2019-2020, search for high energy neutrinos continued in realtime with IceCube. Here, we describe our analysis with Low-Latency Algorithm for Multi-messenger Astrophysics (LLAMA) which incorporates a Bayesian formalism with astrophysical priors to use the distance information from the 3D localization of GW detections for higher statistical power. Finally, we summarize our results during O3.