A socket connector includes an insulative housing defining an upper surface and a bottom surface, a plurality of contacts received in the housing, and a pick up cap assembly mounted upon the housing and covering the contacts. The pick up cap assembly includes a pick up cap having an opening exposed to contacts, and a deformable shield secured onto the pick up cap and covering the opening. The shield includes two layers having different coefficient of thermal expansion so that the shield warps upward when exposed to a heat, allowing heat to reach to the upper surface of the housing.