During the fight between Mahito, Yuuji and Nanami, Mahito expanded his domain, having total control of their souls, but since he was low on energy he decided to just play a trick on them, changing Nanami and Yuuji's physical form into women, after that he fled through the sewers

"Nanami, now with long blonde hair similar to Yuki and a woman's body, looks down and notices her breasts, after which he sighs and says in a feminine tone of voice"

Nanami:Damn Mahito...sighs