Some families divide first cousins into two groups : Parallel and Cross.
Let's focus on you for a second to make this easier to think about.
Now, your father's brother's children and your mother's sister's children are your parallel cousins.
That's when the sex of your parent matches the sex of their sibling.
The sex of the cousins in question is totally irrelevant.
And cross cousins are just the reverse. Your father's sister's children and your mother's brother's children are your cross cousins.