Let me try a few guesses.
- First off, we need to see your pipeline browser, That is the window upper left.
- How are you rendering? Volume rendering or surface with edges?
- When you open your data, before doing anything else, in the Information tab (next to the Properites tab), how many cells and points do you have?
- How many files in the dataset?
- How did you generate the dataset? It looks like you have spread files, thus multiple cores?
- I am getting clarification on this, but I believe ParaView is NOT multithreaded. The reason is that it is designed to actually run with the back end (the server) on multiple cores of some (or many) nodes - on a cluster or supercomputer. Thus, with the exception of what you are trying to do (I suspect load large data without a cluster), ParaView works well. For your usecase, not so much.
- You can turn on multiple processing in the Edit/ Settings (possibly Advanced) dialog. From my experience, it doesn’t help.
- You are probably either rendering bound (which you suspect) or disk IO bound (which Mathieu mentioned). If you are rendering bound, make sure that your NVidia graphics is enabled. ParaView/ Help/ About/ OpenGL Version. If you are disk IO bound, you are basically running too big of a dadaset on too small of a computer. You need a cluster.
- If you don’t need the variable data, DON’T LOAD IT…
- Try pvbatch. Visualize your movies overnight.
That’s about all I have… 
Alan