That looks fabulous, what type of sauce did you use? 
Thanks. The sauce was something I found on the internet and was intended for a whole tenderloin roast - but it worked well with the filets. Great flavor but did not overpower the meat. The full recipe is below - I made about 1/2 for the 4 filets.
8 tablespoons unsalted butter, divided
3/4 cup finely chopped shallots, from 2-3 large shallots
1-1/4 cups red wine
3 cups beef broth
6 fresh thyme sprigs
1/4 teaspoon kosher salt
1/8 teaspoon ground black pepper
1 teaspoon sugar
2 tablespoons all-purpose flour
Melt 5 tablespoons of the butter in a medium saucepan. Add the shallots and cook over medium-low heat, stirring occasionally, until soft and translucent, 7 to 8 minutes. Add the wine, beef broth, thyme sprigs, salt, pepper and sugar, and bring to a boil. Cook over medium heat for about 30 minutes, or until the liquid is reduced by about half.
While the liquid is reducing, place the remaining 3 tablespoons of butter in a small bowl and soften in the microwave, if necessary (it should be soft but not melted). Add the flour and, using a small spoon, mix into a smooth paste.
Once the wine mixture is reduced, reduce the heat to low and remove the thyme sprigs. Whisk the flour-butter paste, a teaspoonful at a time, into the simmering liquid, and simmer for a few minutes, until the sauce is thickened. Set aside. (The sauce can be made up to this point and refrigerated up to 3 days ahead of time.)
