Running 4 videos simultaneously in UE4, is it possible?

I’m trying to have 4 videos running simultaneously at 1920x1080 resolution. Each video has a separate camera and are displayed full screen until the user switches the camera.

However, the videos are a bit choppy. They are about 40mb each video in .avi format (.mp4 didnt seem to work with UE4). There is nothing else in the level, just the videos.

I wanted to first ask, Is it actually feasible to have 4 videos running simultaneously in UE4 and have them not be choppy? If so, any ideas on how to make them run smoother?