http://www.argenweb.net/littleriver/Joehead.html
Head's company is mentioned a few times in the O.R. It is indexed as a Texas cavalry company, but in the actual text, no state designation is given. The compilers of the O.R. probably considered it to be a Texas unit because it was serving with Gano's Brigade and then later attached to Hardeman's Regiment, Texas Cavalry as Company H.
It is listed on an inspection report for July 1864 as an unattached company with Gano's Brigade. There may be documents for this company in Arkansas, but the only ones I know of are the service records filed with Hardeman's Regiment, Texas Cavalry.