It is known that the common denominator of the Hermite-Pade approximants of a mixed Angelesco-Nikishin system shares orthogonality relations with respect to each function in the system. It is less well known that they also satisfy full orthogonality with respect to a varying measure. This problem motivates our interest in extending the class of varying measures with respect to which weak asymptotics of orthogonal polynomials takes place. In particular, for the case of a Nikishin system, we prove weak asymptotics of the corresponding varying measures.