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Firstly, the case of random real symmetric matrices with independent and heavy tailed entries are considered. Let~\\((a_{ij})\\), \\(1 \\leq i \\leq n\\), \\(1 \\leq j \\leq n\\) be i.i.d.~random variables of matrix \\(A_n\\) such that \\({\\mathbb P}(|a_{ij}| > x)=L(x)x^{-\\alpha}\\), where \\(\\alpha > 0\\) and \\(L(x)\\) is slowly varying function. For any \\(\\alpha > 0\\) the point process of extreme values of the entries of \\(A_n\\) is asymptotically Poissonian. The largest eigenvalues of \\(A_n\\) behave as the largest entries of the matrix \\(A_n\\) when \\(0 < \\alpha < 4\\).   This result of \\textit{A. Soshnikov} [Electron. Commun. Probab. 9, 82--91 (2004; Zbl 1060.60013)] for \\(0 < \\alpha < 2\\) is here extended under the condition that the fourth moment is absent. Then, the behavior of the ensemble of large random covariance matrices is also investigated. 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