Under a fourth order moment condition on the branching and a second order moment condition on the immigration mechanisms, we show that an appropriately scaled projection of a supercritical and irreducible continuous state and continuous time branching process with immigration on certain left non-Perron eigenvectors of the branching mean matrix is asymptotically mixed normal. With an appropriate random scaling, under some conditional probability measure, we prove asymptotic normality as well. In case of a non-trivial process, under a first order moment condition on the immigration mechanism, we also prove the convergence of the relative frequencies of distinct types of individuals on a suitable event; for instance, if the immigration mechanism does not vanish, then this convergence holds almost surely.