N.M. Stat. § 59A-15-16
Notwithstanding any other provision of law and except as provided in the Health Care Benefits Jurisdiction Act [59A-15-14 to 59A-15-19 NMSA 1978], any person who provides coverage in this state for health benefits, including coverage for medical, surgical, hospital, osteopathic, acupuncture and oriental medicine, chiropractic, physical therapy, speech pathology, audiology, professional mental health, dental or optometric expenses, whether such coverage is by direct payment, reimbursement or otherwise, shall be presumed to be subject to the provisions of the Insurance Code and the jurisdiction of the superintendent unless the person provides evidence satisfactory to the superintendent that he is subject exclusively to the jurisdiction of another agency of this state or the federal government.
NMS § 59A-15-16