Amazon Redshift
Database Developer Guide (API Version 2012-12-01)

Use a Single COPY Command to Load from Multiple Files

Amazon Redshift automatically loads in parallel from multiple data files.

If you use multiple concurrent COPY commands to load one table from multiple files, Amazon Redshift is forced to perform a serialized load. This type of load is much slower and requires a VACUUM process at the end if the table has a sort column defined. For more information about using COPY to load data in parallel, see Loading Data from Amazon S3.