Formation of lights and multiple (9+) aircraft escorts made two passes 40 minutes apart.At around 0602 local time, Tues., Jan. 10, we saw a group of lighted objects in the sky, in a triangular formation, heading east, altitude around 20,000', speed 300-400 kits. Seemed like a perfect formation. The triangle spanned about 25 degrees in the sky. The outside lights of the triangle had navigation lights. The central lights of the triangle were not flashing, and the lead light was actually a very bright and tight cluster of lights. We heard a jet engine, not noisy, quiet almost like a commercial flight.At 0640 local, the group passed over the Magdalena mountains again heading east, estimated same speed and altitude. This time there were 9 aircraft with navigation lights that appeared to be loosely following a large craft that had a bright cluster of lights towards the rear of the structure that were not navigation lights.