We address the challenge of representativity and dynamical consistency when unbonded fine-grained particles are collected together into coarse-grained particles. We implement a hybrid procedure for identifying and tracking the underlying fine-grained particles─e.g., atoms or molecules─by exchanging them between the coarse-grained particles periodically at a characteristic time. The exchange involves a back-mapping of the coarse-grained particles into fine-grained particles and a subsequent reassignment to coarse-grained particles conserving total mass and momentum. We find that an appropriate choice of the characteristic exchange time can lead to the correct effective diffusion rate of the fine-grained particles when simulated in hybrid coarse-grained dynamics. In the compressed (supercritical) fluid regime, without the exchange term, fine-grained particles remain associated with a given coarse-grained particle, leading to substantially lower diffusion rates than seen in all-atom molecular dynamics of the fine-grained particles. Thus, this work confirms the need for addressing the representativity of fine-grained particles within coarse-grained particles and offers a simple exchange mechanism so as to retain dynamical consistency between the fine- and coarse-grained scales.