N.M. Stat. § 59A-50-8
Investigations, examinations.
The superintendent shall have the same powers and authority under this article to
conduct investigations, and to conduct examinations of books, records and accounts at
the expense of the person so examined, as vested in him with respect to insurers and
other persons under Article 4 [Chapter 59A, Article 4 NMSA 1978] of the Insurance
Code and subject to the applicable provisions of such Article 4.