We consider the spectrum of the Sample Covariance matrix $\mathbf{A}_N:= \frac{\mathbf{X}_N \mathbf{X}_N^*}{N}, $ where $\mathbf{X}_N$ is the $P\times N$ matrix with i.i.d. half-heavy tailed entries and $\frac{P}{N}\to y>0$ (the entries of the matrix have variance, but do not have the fourth moment). We derive the Central Limit Theorem for the Stieltjes transform of the matrix $\mathbf{A}_N$ and compute the covariance kernel. Apart from that, we derive the Central Limit Theorem for the Stieltjes transform of overlapping Sample Covariance matrices.