I don't have that problem, but I will say this, not every thread is perfect for every person in every machine.
some threads that I loathe, others love ... and visa versa.
In the event though that it is something that can be corrected, check your needle size to make sure you are using the correct needle. Make sure it is a new needle. Adjust your tension. Last, try slowing down especially on curves (if that is where it is breaking). 99% of the time I have thread breakage issues I can chalk it up to speed (specifically the speed that the quilt is being move, or the speed the machine is being moved if it is a long arm ... the movement of the quilt/machine is too fast for the speed the machine is running).