There are currently 110+ clips in the collection, divided over in 4 themes.
Your Apple TV can refresh its subset of clips automatically, one clip at a time, at the frequency that you have set (Daily, Weekly, Monthly, Never). It is a slow process. They’re big files. They will load in the background, presumably when the device is idle. More clips can be loaded if there is enough free space on disk that doesn’t have to be used for storage or its primary streaming task. [My box currently has 46 clips in rotation.]
Aerial screen savers on your Apple TV - Apple Support
Adjust screen saver settings - Use Apple TV screen savers - Apple Support