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Yes it does. All 2001 Superduty automatics had a drain plug in the torque converter from the factory. Ford stopped installing them not long after the start of 2002 production.
Here is another way you can change all of the fluid: https://www.ford-trucks.com/articles...-transmission/. It's by far the best way if you have a later truck that doesn't have a torque converter drain plug. I think it is still the best way even if you do have a drain plug.