What should a Read (as in CRUD) method return for a class that uses another class with a Read method?

I am trying to build a very basic instant messaging platform. I have three basic immutable types, and each of them has a subclass for dealing with CRUD (for SRP purposes, separating the class from the database logic).

Conversation:

public class Conversation
{
    public uint Id { get; private set; }
    public List<Participant> Participants { get; private set; }
    public List<Message> Messages { get; private set; }
    /* Some extra properties */        

    public Conversation(uint id, List<Participant> participants, List<Message> messages)
    {
        Id = id;
        Participants = participants;
        Messages = messages;
    }

    public static class CRUD
    {
       static void Create(...)  {}
       static void Read(...)  {}
       static void Update(...)  {}
       static void Delete(...)  {}
    }
}

Message:

public class Message
{
    public uint Id { get; private set; }
    public Conversation Conversation { get; private set; }
    public Participant Sender { get; private set; }
    public DateTime SendingTime { get; private set; }
    public string Content { get; private set; }

    /* Constructor */
    /* CRUD */
}

Participant:

public class Participant
{
    public Conversation Conversation { get; private set; }
    public Employee Employee { get; private set; }

    /* Constructor */
    /* CRUD */
}

I thought Message.CRUD.Read(...) should get the messages from the database, and Participant.CRUD.Read(...) should get the participant from the database. But then What should Conversation.CRUD.Read(...) read and what should it return?

I mean, should it get from the database all the information about the conversation that has no class representation in the code (i.e. not Message and Participant), and then, should it return a non-complete object of Conversation with some nulls or should it do something else? What is the best practice here? Is there any?