Adding a drop shadow

1. Choose Video Effects > Perspective > Drop Shadow --> drop it onto the top clip
2. Expand Drop Shadow disclosure triangle --> Change Direction to 320 degree, increase Distance to 30, change Opacity to 75%, and set Softness to 30
3. Right-click Drop Shadow --> choose Copy
4. Select the clip in Video 2  --> right-click in a blank area of the Effect Controls panel --> choose paste
Repeat this for the other PIP clips
5. Play this sequence