N.M. Stat. § 20-12-8
Confinement.
In a sentence which includes confinement, the convening authority shall prescribe
the place of confinement which may be a federal military confinement facility, the county
correctional facility where the accused's unit is headquartered or where the accused
resides or to the state commissioner of corrections. The confinement facility shall bear
the costs of confinement from general appropriations made for confinement of state
prisoners.