self-drilling anchor screw

A self-drilling anchor screw includes a shaft member. For example, 1 3/8 Power driver shaft screw anchor with square hub.  A drill bit portion is located at a first end of the shaft member. A threaded shaft portion is located along at least part of the shaft member. A transition shaft portion is located between the threaded shaft portion and the drill bit portion. A nut has nut threads adapted to thread onto the threaded shaft portion of the shaft member. The nut is located on the threaded shaft portion. A sleeve is located about the shaft member. At least part of the sleeve is located adjacent to the transition portion, and is capable of sliding along the shaft member for engaging the transition portion. A nut stop portion is located at a second end of the shaft member. The nut stop portion is adapted to prevent the nut from being unscrewed from the threaded shaft portion at the second end of the shaft member.