"I know the siege of Vicksburg like the back of my hand, but no records of the prisoner exchanges and dates. Any help?"

It is my understanding that there was no prisoner exchange of the Confederates captured at Vicksburg. I understood that they were simple paroled two weeks after the surrender and allowed to return to their home states (i.e. Arkansas) where many of the men joined already existing units, such as Monroe's 6th Arkansas cavalry. Some even formed entirely new units, such as I believe Crawford's 10th Arkansas Cavalry was made up of a lot of the Vicksburg people. And remember that the Conscription act was still in effect in late 1863.