Storing an std::thread in C++11 smart pointer

In C++ 11 & above what are the advantages or disadvantages when storing an std::thread as a member of class directly like so:

std::thread my_thread;

As opposed to storing a std::shared_ptr or std::unique_ptr to the thread like so:

std::shared_ptr<std::thread> my_thread_ptr;

Is any of the code options better than other? Or it doesn't matter, just 2 separate ways of handling the thread object.