Spice Rubbed Lamb Tenderloin and Yogurt Sauce

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Spice Rub:

2 tablespoons Spanish paprika

1 1/2 teaspoons ground cumin

1 1/2 teaspoons ground mustard

1 teaspoon ground fennel

1/2 teaspoon kosher salt

1/2 teaspoon coarsely ground black pepper

Yogurt Sauce:

1/2 cup nonfat Greek yogurt

1 tablespoon finely chopped oregano

1/4 cup fresh clementine juice

1/4 cup fresh lemon juice

Kosher salt and freshly ground black pepper

Lamb:

1 1/4 pounds lamb tenderloin

3 tablespoons canola oil