Conversions between neutrons n and dark matter candidate sterile neutrons n′ have been proposed as a mechanism for baryon number B violation. In the case that there is a small mass difference Δm between the n and the n′ states, oscillations can be induced by compensating for Δm with a magnetic field. A search for such neutron oscillations was performed at the Spallation Neutron Source by looking for anomalous neutron transmission through a strongly absorbing cadmium wafer inside of a 6.6 T magnet. The approach described here saw no regenerated neutrons above background, which provides an improved limit for neutron-sterile neutron transformations for a range of Δm between 0.1 and 1000 neV.