Line a roasting pan with foil and place a rack inside the roasting pan. This will make for easy clean up later. Set the tenderloin on the rack and let it come to room temperature (approximately one hour).

Preheat oven to 500 degrees. Generously season the tenderloin with the steak seasoning, covering the sides and bottom as well. Bake for 20 minutes at 500 degrees. Reduce heat to 350 degrees and continue cooking till the thermometer reads 135 degrees. This should take between 20 and 30 minutes.

Remove from the oven and let the tenderloin rest for 20 to 30 minutes. Do not tent with foil. That will contain heat and increase the internal temperature of the meat. Remove string and slice. *For Rare Tenderloin, pull the roast out when it reaches 125 degrees.