N.M. Stat. § 42-8-22
[Forthcoming bond; approval; return with writ to district
court; additional security; sheriff's liability.]
The sheriff shall judge of the sufficiency of the sureties on the bond of the defendant,
and shall return the same with the writ of replevin into the district court; and shall be
responsible on his official bond on returning any property replevied; but any party
interested in the result of any such cause may move the court on cause shown to
require the defendant in such cases to give additional security, when that taken by the
sheriff shall be deemed insufficient, or to return the property to the sheriff to be
delivered over to the plaintiff, if the plaintiff has given a good and sufficient replevin
bond, as required by law.