A couple of other things to check--
Be sure to use a a good brand needle (no bargain bin varieties)--most quilters prefer quilting, embroidery, or top-stitch needles. Check that the needle eye is compatible with the thread weight. If the thread is shredding where it goes through the eye, the thread is most likely too heavy for the needle.
Confirm the thread path is correct. When threading, be sure to ALWAYS RAISE THE PRESSER FOOT during the process. This releases the tension disks so the thread will seat properly.
Make sure the thread is not catching on a nick or burr somewhere along the path. Thread spools with the little nick in the side for securing the thread during storage are famous for catching and breaking the thread during stitching.
Check that the tension is not too tight.
Also perform a test for nicks or burrs in the bobbin area. Wrap your index finger with fine fabric, ie chiffon, old hosiery, etc. and run your finger around to see if there are any rough spots on the needle plate, hook, etc.
Aurafil thread is used by a lot of quilters, however, some machines just do better with different brands of thread. If it continues to be a problem, you might test another brand. https://www.google.com/url?sa=t&rct=j&q=&esrc=s&source=web&cd=2&cad=rja&uact=8&ved=0ahUKEwj2prvlr-7MAhVmVWMKHS0zBuAQFggjMAE&url=http%3A%2F%2Fwww.schmetzneedles.com%2Flearning%2Fpdf%2Fschmetz-needle-chart.pdf&usg=AFQjCNHTR52AmqwzvyCjbXmD5Ch52Va5_Q All About Needles Sewing Machine Problem 1 Thread Breakage Sewing Machine Thread Keeps Breaking Why is my thread breaking