Superpositions of Ornstein-Uhlenbeck type (supOU) processes provide a rich class of stationary stochastic processes for which the marginal distribution and the dependence structure may be modeled independently. We show that they can also display intermittency, a phenomenon affecting the rate of growth of moments. To do so, we investigate the limiting behavior of integrated supOU processes with finite variance. After suitable normalization four different limiting processes may arise depending on the decay of the correlation function and on the characteristic triplet of the marginal distribution.To show that supOU processes may exhibit intermittency, we establish the rate of growth of moments for each of the four limiting scenarios. The rate change indicates that there is intermittency, which is expressed here as a change-point in the asymptotic behavior of the absolute moments.holds with convergence in the sense of convergence of all finite dimensional distributions as T → ∞, then Z is H-self-similar for some H > 0, that is, for any constant c > 0, the finite dimensional distributions of Z(ct) are the same as those of c H Z(t). Brownian motion for example is self-similar with H = 1/2. Moreover, the normalizing sequence is of the form A T = ℓ(T )T H for some ℓ slowly varying at infinity. For self-similar process, the moments evolve as a power function of time since E|Z(t)| q = E|Z(1)| q t Hq and therefore the scaling function of Z is τ Z (q) = Hq. Hence (4) does not hold for self-similar processes. But it may not hold either for the process X * in (5) because one would expect that E|X * (T t)| q A q T → E|Z(t)| q , ∀t ≥ 0,