A fully threaded screw does not have a smooth shank. It has threads running along the entire length of its body.
Fully-threaded screws are used in applications where two pieces of material must be joined together, but a very tight hold is necessary.
Unlike a partially-threaded screw, when driving in a fully-threaded screw, the top material cannot move along the shank; instead, it is held in place by the threads. This can sometimes cause the base material to move away from the top material.
To correct this, you can either insert or remove the screw several times to bring the two materials together, or you can drill a clearance hole.