Shimmy when braking?

I have a 2001 Yukon SLT 1500. I have been getting a shimmy when braking at highway speeds. I strted by having the brake system flushed and fluid replaced by local GM dealer (it was dark). Still a shimmy. I carefully replaced the rotors and pads. Braking is much better, still a shimmy at highway speeds when I apply the brakes. What now? I tried to adjust the parking brake when I replaced the rear rotors, still crap. I can live with that, not the shimmy. Thanks