An electrical assembly has a lead frame with a plurality of elongated conductor sets and an insulative housing. Each conductor set has two differential signal pair conductors between a first ground conductor and a second ground conductor. A slot extends through the insulative housing and at least partially exposes the first ground conductor of a first conductor set and the second ground conductor of a second conductor set. A first ground shield has a first tab bent inward that extends into the slot from a first side of the lead frame. A second ground shield has second tab bent inward that extends into the slot from a second side of the lead frame. A conductive medium is provided in the slot to electrically connect the first tab, the second tab, the first ground conductor and the second ground conductor.