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We consider the nonlinear extension of the Kuramoto model of globally coupled phase oscillators where the phase shift in the coupling function depends on the order parameter. A bifurcation analysis of the transition from fully synchronous state to partial synchrony is performed. We demonstrate that for small ensembles it is typically mediated by stable cluster states, that disappear with creation of heteroclinic cycles, while for a larger number of oscillators a direct transition from full synchrony to a periodic or a quasiperiodic regime occurs.