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| UNITED                STATES SECURITIES AND EXCHANGE COMMISSIONWashington,                D.C. 20549                                                                  |
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|                                                                                                                                                                  |
| **FORM                10-K**                                                                                                                                          |
| (Mark                One)                                                                                                                                             |   |   |
|                                                                                                                                                                  | [X] |   | **ANNUAL                REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE                ACT OF                1934**For                the fiscal year ended December 31, 2006 |
|                                                                                                                                                                  |
|                                                                                                                                                                  |
| **OR**                                                                                                                                                                |
|                                                                                                                                                                  | [  ] |   | **TRANSITION                REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE                ACT OF                1934**For                the transition period from __________ to __________. |
|                                                                                                                                                                  |
| **Commission                File No. 333-132309-01(Issuing Entity)****Commission                File Number 333-132309 (Depositor)**                                  |
|                                                                                                                                                                  |
| **CATERPILLAR                FINANCIAL ASSET TRUST 2006-A**(Exact                name of issuing entity as specified in its charter)                                  |
|                                                                                                                                                                  |
| **CATERPILLAR                FINANCIAL FUNDING CORPORATION**(Exact                name of depositor as specified in its charter)                                      |
|                                                                                                                                                                  |
| **CATERPILLAR                FINANCIAL SERVICES CORPORATION**(Exact                name of sponsor as specified in its charter)                                       |
|                                                                                                                                                                  |
| Delaware(State                or other jurisdiction of incorporation)                                                                                                 | 88-0342613(IRS                Employer I.D. No.)  |
| Greenview                Plaza4040                South Eastern Ave. Suite 344Las                Vegas, Nevada(Address                of principal executive offices) | 89119(Zip                Code) |
|                                                                                                                                                                  |
| Registrant's                telephone number, including area code: (702)                735-2514                                                                      |

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|  **Securities                registered pursuant to Section 12(b) of the                Act:** |
|-----------------------------------------------------------------------------------------------------|
|                                                                                                | **Title                of each class** |   | **Name                of each exchange on which****each                class is to be registered** |
|                                                                                                | None |   | Not                Applicable |
| **Securities                registered pursuant to Section 12(g) of the Act:**                None  |

**Indicate      by check mark whether the Registrant is a well-known seasoned issuer, as defined      in Rule 405 of the Securities Act. **

**Indicate      by check mark if the Registrant is not required to file reports pursuant to      Section 13 or Section 15(d) of the Act. **

**Indicate      by check mark whether the Registrant (1) has filed all reports required to      be      filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during      the      preceding 12 months (or for such shorter period that the Registrant was required      to file such reports), and (2) has been subject to such filing requirements      for      the past 90 days.**

**Indicate      by check mark if disclosure of delinquent filers pursuant to Item 405 of      Regulation S-K is not contained herein, and will not be contained, to the best      of Registrant's knowledge, in definitive proxy or information statements      incorporated by reference in Part III of this Form 10-K or any amendment to      this      Form 10-K.**

**Indicate      by check mark whether the registrant is a large accelerated filer, an      accelerated filer, or a non-accelerated filer (as defined in Rule 12b-2 of      the      Exchange Act). **

**Indicate      by check mark whether the registrant is a shell company (as defined in Rule      12b-2 of the Exchange Act). **

**State      the aggregate market value of the voting and non-voting common equity held      by      non-affiliates computed by reference to the price at which the common equity      was      last sold, or the average bid and asked price of such common equity, as the      last      business day of the registrant’s most recently completed second fiscal      quarter.  **

**List      hereunder the following documents if incorporated by reference and the Part      of      the Form 10-K (e.g. Part I, Part II, etc.) into which the document is      incorporated: (1) Any annual report to security holders; (2) Any proxy or      information statement; and (3) Any prospectus filed pursuant to Rule 424(b)      or      (c) under the Securities Act of 1933. The listed documents should be clearly      described for identification purposes (e.g. annual report to security holders      for fiscal year ended December 24, 1980).  **

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| **TABLE                OF CONTENTS** |
|--------------------------------------|
|                                 |   |   | **Page** |
| **Part                I**            | Item                1B. | Unresolved                Staff Comments  | 4  |
|                                 | Item                1112(b) of Regulation AB. | Significant                Obligors of Pool Assets (Financial                Information)   | 4  |
|                                 | Item                1114(b)(2) of Regulation AB. | Credit                Enhancement and Other Support, Except for                Certain Derivatives Instruments (Financial Information)   | 4  |
|                                 | Item                1115(b) of Regulation AB. | Certain                Derivatives Instruments (Financial Information)                  | 4  |
|                                 | Item                1117 of Regulation AB. | Legal                Proceedings  | 4  |
| **Part                II**           | Item                9B. | Other                Information  | 5  |
| **Part                III**          | Item                1119 of Regulation AB. | Affiliations                and Certain Relationships and Related                Transactions  | 5  |
|                                 | Item                1122 of Regulation AB. | Compliance                with Applicable Servicing                Criteria  | 5  |
|                                 | Item                1123 of Regulation AB. | Servicer                Compliance Statement  | 6  |
| **Part                IV**** ** | Item                15. | Exhibits                and Financial Statement Schedules  | 6  |

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| **PART                I** |
|---------------------------|

**The      following items have been omitted in accordance with General Instruction J      to      Form 10-K:**

| Item                1.  | Business.                                                                          |
|-------------------------|------------------------------------------------------------------------------------|
| Item                1A. | Risk                Factors.                                                       |
| Item                2.  | Properties.                                                                        |
| Item                3.  | Legal                Proceedings.                                                  |
| Item                4.  | Submission                of Matters to a Vote of Security                Holders. |

|  **Item              1B. Unresolved Staff              Comments.** |
|-------------------------------------------------------------------------|

**Substitute      information provided in accordance with General Instruction J to Form      10-K:**

|  **Item              1112(b)              of Regulation AB. Significant Obligors of Pool Assets (Financial              Information).** |
|----------------------------------------------------------------------------------------------------------------------------------------------|

|  **Item              1114(b)(2) of Regulation AB. Credit Enhancement and Other Support,              Except              for Certain Derivatives****Instruments              (Financial Information).** |
|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|

| **Item              1115(b) of Regulation AB. Certain Derivatives              Instruments (Financial              Information).** |
|------------------------------------------------------------------------------------------------------------------------------------|

|  **Item              1117 of              Regulation AB. Legal              Proceedings.** |
|-------------------------------------------------------------------------------------------------|

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| **PART                II** |
|----------------------------|

**The      following items have been omitted in accordance with General Instruction J      to      Form 10-K:**

| Item                5.  | Market                for Registrant’s Common Equity, Related Stockholder Matters, and Issuer                Purchases of Equity Securities. |
|-------------------------|----------------------------------------------------------------------------------------------------------------------------------------------------|
| Item                6.  | Selected                Financial Data.                                                                                                            |
| Item                7.  | Management’s                Discussion and Analysis of Financial Condition and Results of                Operations.                         |
| Item                7A. | Quantitative                and Qualitative Disclosures About Market Risk.                                                                         |
| Item                8.  | Financial                Statements and Supplementary Data.                                                                                        |
| Item                9.  | Changes                in and Disagreements with Accountants on Accounting and Financial                Disclosure.                                |
| Item                9A. | Controls                and Procedures.                                                                                                            |

|  **Item              9B.  Other              Information.** |
|-----------------------------------------------------------------------|

| **PART                III** |
|-----------------------------|

**The      following items have been omitted in accordance with General Instruction J      to      Form 10-K:**

| Item                10. | Directors                and Executive Officers of the Registrant.                                                             |
|-------------------------|--------------------------------------------------------------------------------------------------------------------------------|
| Item                11  | Executive                Compensation.                                                                                         |
| Item                12. | Security                Ownership of Certain Beneficial Owners and Management and Related                Stockholders Matters. |
| Item                13. | Certain                Relationships and Related Transactions.                                                                 |
| Item                14. | Principal                Accounting Fees and Services.                                                                         |

**Substitute      information provided in accordance with General Instruction J to Form      10-K:**

|  **Item              1119 of Regulation AB. Affiliations and Certain Relationships with              Related              Transactions.** |
|------------------------------------------------------------------------------------------------------------------------------------------------|

|  **Item              1122 of Regulation AB. Compliance with Applicable              Servicing Criteria.** |
|----------------------------------------------------------------------------------------------------------------|

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|  **Item              1123 of Regulation AB. Servicer Compliance Statement.** |
|-----------------------------------------------------------------------------------|

| **PART                IV** |
|----------------------------|

|  **Item                15. Exhibits and Financial Statement                Schedules.** |
|----------------------------------------------------------------------------------------------|

|  3.1  |  Articles              of Incorporation of Caterpillar Financial Funding              Corporation.*                                                                                                                                                                                                                                                                                                                                                          |
|------------|-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
|  3.2  |  Bylaws              of Caterpillar Financial Funding Corporation.*                                                                                                                                                                                                                                                                                                                                                                                          |
|  4.1  |  Indenture,                dated June 1, 2006, between Caterpillar Financial Asset Trust 2006-A                and                U.S. Bank National Association, as trustee and not in its individual                capacity (the "Indenture                Trustee"), incorporated by reference to exhibit 4.1 to Form 8-K dated                June                28, 2006, and filed by the Registrant on July 3,                2006.            |
|  4.2  |  Amended                and Restated Trust Agreement, dated June 28, 2006, between                Caterpillar Financial Funding Corporation, a Nevada Corporation,                as                depositor, and Chase Bank                USA, National Association, as trustee, incorporated by reference                to                exhibit 4.2 to Form 8-K dated June 28, 2006, and filed by the Registrant                on July 3, 2006. |
|  31   |  Certification              of Steven R. Elsesser, Controller of              Caterpillar Financial Services Corporation, as required pursuant to              Section 302 of the Sarbanes-Oxley Act of 2002.                                                                                                                                                                                                                                                |
|  33.1 |  Report on              Assessment of Compliance with Applicable Servicing Criteria for              Asset-Backed Securities of Caterpillar Financial Services Corporation.                                                                                                                                                                                                                                                                                  |
|  33.2 |  Report on              Assessment of Compliance with Applicable Servicing Criteria for              Asset-Backed Securities of U.S. Bank National              Association.                                                                                                                                                                                                                                                                                 |
|  34.1 |  Attestation Report of                Assessment of Compliance with Servicing Criteria for Asset-Backed                Securities of PricewaterhouseCoopers LLP, on behalf of                Caterpillar   Financial Services                Corporation.                                                                                                                                                                                          |
|  34.2 |  Attestation                Report of Assessment of Compliance with                Servicing Criteria for Asset-Backed Securities of Ernst & Young LLP,                on behalf of U.S. Bank National Association.                                                                                                                                                                                                                                 |
|  35   |  Servicer Compliance              Statement.                                                                                                                                                                                                                                                                                                                                                                                                                 |
|  99   |  Annual Servicer              Report to Holders of Notes and              Certificates.                                                                                                                                                                                                                                                                                                                                                                      |

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**SIGNATURES**

| Caterpillar                Financial Asset Trust 2006-A      |
|--------------------------------------------------------------|
| (Registrant)                                                 |
| By:                Caterpillar Financial Funding Corporation |
| (Depositor)                                                  |

| Dated:                March 29, 2007 |   |   |   |   | By:    | */s/                Steven R. Elsesser** *            |
|--------------------------------------|--------|--------|--------|--------|--------|------------------------------------------------------------|
|                                 |   |   |   |   |   | Steven                R. Elsesser, Chief Financial Officer |
|                                 |   |   |   |   |   |                                                       |
| Dated:                March 29, 2007 |   |   |   |   | By:    | */s/                James A. Duensing** *             |
|                                 |   |   |   |   |   | James                A. Duensing, Treasurer                |

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